exp_final_3_attr – Complete Experiment Report
Vary_Correlation_with_Dim_and_Tails
(MvStudentT,
correlation,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
3.482 |
0.00341 |
5.446 |
| HMC |
0.3 |
1.243 |
0.234 |
3.099 |
| HMC |
0.5 |
4.124 |
0.000807 |
4.231 |
| HMC |
0.9 |
3.416 |
0.00406 |
8.348 |
| HMC |
0.95 |
4.588 |
0.000365 |
6.937 |
| HMC |
0.99 |
1.828 |
0.089 |
28.095 |
| SMC |
0.0 |
12.093 |
6.81e-12 |
5.516 |
| SMC |
0.3 |
10.148 |
2.47e-09 |
6.113 |
| SMC |
0.5 |
6.612 |
6.86e-06 |
7.399 |
| SMC |
0.9 |
7.276 |
3.38e-06 |
14.995 |
| SMC |
0.95 |
5.798 |
4.1e-05 |
12.297 |
| SMC |
0.99 |
7.415 |
2.49e-06 |
12.599 |
| Metro |
0.0 |
4.210 |
0.000829 |
9.775 |
| Metro |
0.3 |
6.224 |
2.22e-05 |
118.345 |
| Metro |
0.5 |
1.963 |
0.0699 |
49.897 |
| Metro |
0.9 |
3.331 |
0.00495 |
1063.931 |
| Metro |
0.95 |
4.907 |
0.000231 |
1991.710 |
| Metro |
0.99 |
6.549 |
1.29e-05 |
1322.529 |
| DEMetro_Z |
0.0 |
18.060 |
4.24e-11 |
339.028 |
| DEMetro_Z |
0.3 |
7.515 |
2.81e-06 |
1628.986 |
| DEMetro_Z |
0.5 |
10.687 |
4.07e-08 |
426.333 |
| DEMetro_Z |
0.9 |
10.204 |
7.27e-08 |
1693.544 |
| DEMetro_Z |
0.95 |
23.426 |
1.25e-12 |
3020.480 |
| DEMetro_Z |
0.99 |
8.019 |
1.33e-06 |
1013.809 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
-17.537
|
6.34e-11
|
-4.528
|
| HMC_vs_DEMetro_Z |
0.3
|
-7.488
|
2.93e-06
|
-1.933
|
| HMC_vs_DEMetro_Z |
0.5
|
-10.748
|
3.8e-08
|
-2.775
|
| HMC_vs_DEMetro_Z |
0.9
|
-10.158
|
7.69e-08
|
-2.623
|
| HMC_vs_DEMetro_Z |
0.95
|
-23.438
|
1.24e-12
|
-6.052
|
| HMC_vs_DEMetro_Z |
0.99
|
-7.793
|
1.86e-06
|
-2.012
|
| Metro_vs_SMC |
0.0
|
1.752
|
0.102
|
0.452
|
| Metro_vs_SMC |
0.3
|
5.857
|
4.17e-05
|
1.512
|
| Metro_vs_SMC |
0.5
|
1.670
|
0.117
|
0.431
|
| Metro_vs_SMC |
0.9
|
3.281
|
0.00547
|
0.847
|
| Metro_vs_SMC |
0.95
|
4.885
|
0.000241
|
1.261
|
| Metro_vs_SMC |
0.99
|
6.460
|
1.5e-05
|
1.668
|
| Metro_vs_DEMetro_Z |
0.0
|
-17.595
|
6.06e-11
|
-4.543
|
| Metro_vs_DEMetro_Z |
0.3
|
-7.030
|
5.96e-06
|
-1.815
|
| Metro_vs_DEMetro_Z |
0.5
|
-7.740
|
2.01e-06
|
-1.998
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.585
|
0.135
|
-0.409
|
| Metro_vs_DEMetro_Z |
0.95
|
-2.659
|
0.0187
|
-0.687
|
| Metro_vs_DEMetro_Z |
0.99
|
1.541
|
0.146
|
0.398
|
| HMC_vs_Metro |
0.0
|
-2.146
|
0.0499
|
-0.554
|
| HMC_vs_Metro |
0.3
|
-5.993
|
3.29e-05
|
-1.547
|
| HMC_vs_Metro |
0.5
|
-1.804
|
0.0928
|
-0.466
|
| HMC_vs_Metro |
0.9
|
-3.307
|
0.00519
|
-0.854
|
| HMC_vs_Metro |
0.95
|
-4.888
|
0.000239
|
-1.262
|
| HMC_vs_Metro |
0.99
|
-6.359
|
1.77e-05
|
-1.642
|
| HMC_vs_SMC |
0.0
|
-0.041
|
0.968
|
-0.011
|
| HMC_vs_SMC |
0.3
|
-1.122
|
0.281
|
-0.290
|
| HMC_vs_SMC |
0.5
|
-1.919
|
0.0755
|
-0.496
|
| HMC_vs_SMC |
0.9
|
-2.238
|
0.042
|
-0.578
|
| HMC_vs_SMC |
0.95
|
-1.885
|
0.0804
|
-0.487
|
| HMC_vs_SMC |
0.99
|
1.026
|
0.322
|
0.265
|
| DEMetro_Z_vs_SMC |
0.0
|
17.790
|
5.23e-11
|
4.593
|
| DEMetro_Z_vs_SMC |
0.3
|
7.484
|
2.95e-06
|
1.932
|
| DEMetro_Z_vs_SMC |
0.5
|
10.474
|
5.25e-08
|
2.704
|
| DEMetro_Z_vs_SMC |
0.9
|
10.159
|
7.68e-08
|
2.623
|
| DEMetro_Z_vs_SMC |
0.95
|
23.280
|
1.36e-12
|
6.011
|
| DEMetro_Z_vs_SMC |
0.99
|
7.910
|
1.56e-06
|
2.042
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.203 |
0.067 |
0.025 |
5.446 |
| HMC |
0.3 |
0.143 |
0.075 |
0.022 |
3.099 |
| HMC |
0.5 |
0.182 |
0.069 |
0.027 |
4.231 |
| HMC |
0.9 |
0.251 |
0.041 |
0.025 |
8.348 |
| HMC |
0.95 |
0.272 |
0.053 |
0.032 |
6.937 |
| HMC |
0.99 |
0.907 |
0.049 |
0.031 |
28.095 |
| SMC |
0.0 |
0.204 |
0.067 |
0.025 |
5.516 |
| SMC |
0.3 |
0.209 |
0.075 |
0.022 |
6.113 |
| SMC |
0.5 |
0.266 |
0.069 |
0.027 |
7.399 |
| SMC |
0.9 |
0.418 |
0.041 |
0.025 |
14.995 |
| SMC |
0.95 |
0.441 |
0.053 |
0.032 |
12.297 |
| SMC |
0.99 |
0.434 |
0.049 |
0.031 |
12.599 |
| Metro |
0.0 |
0.310 |
0.067 |
0.025 |
9.775 |
| Metro |
0.3 |
2.664 |
0.075 |
0.022 |
118.345 |
| Metro |
0.5 |
1.396 |
0.069 |
0.027 |
49.897 |
| Metro |
0.9 |
26.745 |
0.041 |
0.025 |
1063.931 |
| Metro |
0.95 |
62.900 |
0.053 |
0.032 |
1991.710 |
| Metro |
0.99 |
40.439 |
0.049 |
0.031 |
1322.529 |
| DEMetro_Z |
0.0 |
8.483 |
0.067 |
0.025 |
339.028 |
| DEMetro_Z |
0.3 |
35.709 |
0.075 |
0.022 |
1628.986 |
| DEMetro_Z |
0.5 |
11.406 |
0.069 |
0.027 |
426.333 |
| DEMetro_Z |
0.9 |
42.548 |
0.041 |
0.025 |
1693.544 |
| DEMetro_Z |
0.95 |
95.363 |
0.053 |
0.032 |
3020.480 |
| DEMetro_Z |
0.99 |
31.010 |
0.049 |
0.031 |
1013.809 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
-0.524 |
0.607 |
-0.140 |
| HMC |
0.3 |
0.864 |
0.401 |
1.415 |
| HMC |
0.5 |
1.198 |
0.242 |
0.559 |
| HMC |
0.9 |
1.508 |
0.154 |
6.294 |
| HMC |
0.95 |
1.837 |
0.079 |
0.907 |
| HMC |
0.99 |
1.056 |
0.309 |
16.183 |
| SMC |
0.0 |
16.406 |
3.61e-12 |
4.516 |
| SMC |
0.3 |
31.921 |
2.8e-19 |
9.280 |
| SMC |
0.5 |
30.803 |
1.85e-20 |
15.057 |
| SMC |
0.9 |
20.735 |
5.62e-12 |
80.422 |
| SMC |
0.95 |
16.536 |
1.25e-10 |
72.022 |
| SMC |
0.99 |
22.920 |
4.14e-13 |
31.307 |
| Metro |
0.0 |
1.498 |
0.15 |
0.901 |
| Metro |
0.3 |
3.273 |
0.00555 |
51.501 |
| Metro |
0.5 |
1.066 |
0.304 |
18.462 |
| Metro |
0.9 |
2.255 |
0.0407 |
1860.157 |
| Metro |
0.95 |
2.915 |
0.0113 |
6337.944 |
| Metro |
0.99 |
3.961 |
0.00142 |
776.632 |
| DEMetro_Z |
0.0 |
14.134 |
9.53e-10 |
46.915 |
| DEMetro_Z |
0.3 |
12.174 |
7.77e-09 |
938.389 |
| DEMetro_Z |
0.5 |
8.800 |
4.35e-07 |
63.676 |
| DEMetro_Z |
0.9 |
12.024 |
9.12e-09 |
821.982 |
| DEMetro_Z |
0.95 |
10.092 |
8.34e-08 |
2048.383 |
| DEMetro_Z |
0.99 |
6.837 |
8.09e-06 |
176.377 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
-29.434
|
5.43e-14
|
-7.600
|
| HMC_vs_SMC |
0.3
|
-4.900
|
0.000234
|
-1.265
|
| HMC_vs_SMC |
0.5
|
-20.325
|
8.64e-12
|
-5.248
|
| HMC_vs_SMC |
0.9
|
-10.531
|
4.9e-08
|
-2.719
|
| HMC_vs_SMC |
0.95
|
-16.225
|
1.79e-10
|
-4.189
|
| HMC_vs_SMC |
0.99
|
-1.007
|
0.331
|
-0.260
|
| Metro_vs_DEMetro_Z |
0.0
|
-13.846
|
1.46e-09
|
-3.575
|
| Metro_vs_DEMetro_Z |
0.3
|
-11.006
|
2.81e-08
|
-2.842
|
| Metro_vs_DEMetro_Z |
0.5
|
-2.673
|
0.0182
|
-0.690
|
| Metro_vs_DEMetro_Z |
0.9
|
1.230
|
0.239
|
0.318
|
| Metro_vs_DEMetro_Z |
0.95
|
2.068
|
0.0576
|
0.534
|
| Metro_vs_DEMetro_Z |
0.99
|
3.112
|
0.00765
|
0.803
|
| HMC_vs_Metro |
0.0
|
-1.911
|
0.0767
|
-0.493
|
| HMC_vs_Metro |
0.3
|
-3.106
|
0.00773
|
-0.802
|
| HMC_vs_Metro |
0.5
|
-1.031
|
0.32
|
-0.266
|
| HMC_vs_Metro |
0.9
|
-2.246
|
0.0414
|
-0.580
|
| HMC_vs_Metro |
0.95
|
-2.915
|
0.0113
|
-0.753
|
| HMC_vs_Metro |
0.99
|
-3.834
|
0.00182
|
-0.990
|
| HMC_vs_DEMetro_Z |
0.0
|
-14.278
|
9.76e-10
|
-3.686
|
| HMC_vs_DEMetro_Z |
0.3
|
-12.073
|
8.65e-09
|
-3.117
|
| HMC_vs_DEMetro_Z |
0.5
|
-8.823
|
4.31e-07
|
-2.278
|
| HMC_vs_DEMetro_Z |
0.9
|
-11.782
|
1.18e-08
|
-3.042
|
| HMC_vs_DEMetro_Z |
0.95
|
-10.086
|
8.41e-08
|
-2.604
|
| HMC_vs_DEMetro_Z |
0.99
|
-5.098
|
0.000162
|
-1.316
|
| Metro_vs_SMC |
0.0
|
-6.377
|
1.72e-05
|
-1.647
|
| Metro_vs_SMC |
0.3
|
2.668
|
0.0184
|
0.689
|
| Metro_vs_SMC |
0.5
|
0.198
|
0.846
|
0.051
|
| Metro_vs_SMC |
0.9
|
2.155
|
0.049
|
0.557
|
| Metro_vs_SMC |
0.95
|
2.882
|
0.0121
|
0.744
|
| Metro_vs_SMC |
0.99
|
3.798
|
0.00196
|
0.981
|
| DEMetro_Z_vs_SMC |
0.0
|
12.762
|
4.23e-09
|
3.295
|
| DEMetro_Z_vs_SMC |
0.3
|
12.047
|
8.89e-09
|
3.111
|
| DEMetro_Z_vs_SMC |
0.5
|
6.881
|
7.55e-06
|
1.777
|
| DEMetro_Z_vs_SMC |
0.9
|
10.961
|
2.96e-08
|
2.830
|
| DEMetro_Z_vs_SMC |
0.95
|
9.657
|
1.44e-07
|
2.493
|
| DEMetro_Z_vs_SMC |
0.99
|
5.577
|
6.82e-05
|
1.440
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
5.754 |
8.592 |
20.294 |
-0.140 |
| HMC |
0.3 |
25.906 |
9.988 |
11.248 |
1.415 |
| HMC |
0.5 |
12.393 |
8.128 |
7.632 |
0.559 |
| HMC |
0.9 |
16.869 |
3.153 |
2.179 |
6.294 |
| HMC |
0.95 |
5.960 |
3.562 |
2.643 |
0.907 |
| HMC |
0.99 |
101.608 |
5.818 |
5.919 |
16.183 |
| SMC |
0.0 |
100.231 |
8.592 |
20.294 |
4.516 |
| SMC |
0.3 |
114.368 |
9.988 |
11.248 |
9.280 |
| SMC |
0.5 |
123.039 |
8.128 |
7.632 |
15.057 |
| SMC |
0.9 |
178.410 |
3.153 |
2.179 |
80.422 |
| SMC |
0.95 |
193.933 |
3.562 |
2.643 |
72.022 |
| SMC |
0.99 |
191.130 |
5.818 |
5.919 |
31.307 |
| Metro |
0.0 |
26.877 |
8.592 |
20.294 |
0.901 |
| Metro |
0.3 |
589.249 |
9.988 |
11.248 |
51.501 |
| Metro |
0.5 |
149.018 |
8.128 |
7.632 |
18.462 |
| Metro |
0.9 |
4056.818 |
3.153 |
2.179 |
1860.157 |
| Metro |
0.95 |
16756.253 |
3.562 |
2.643 |
6337.944 |
| Metro |
0.99 |
4602.850 |
5.818 |
5.919 |
776.632 |
| DEMetro_Z |
0.0 |
960.659 |
8.592 |
20.294 |
46.915 |
| DEMetro_Z |
0.3 |
10564.664 |
9.988 |
11.248 |
938.389 |
| DEMetro_Z |
0.5 |
494.072 |
8.128 |
7.632 |
63.676 |
| DEMetro_Z |
0.9 |
1794.421 |
3.153 |
2.179 |
821.982 |
| DEMetro_Z |
0.95 |
5417.927 |
3.562 |
2.643 |
2048.383 |
| DEMetro_Z |
0.99 |
1049.826 |
5.818 |
5.919 |
176.377 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
5.406 |
8.07e-05 |
9.924 |
| HMC |
0.3 |
2.687 |
0.0177 |
17.838 |
| HMC |
0.5 |
5.253 |
0.000113 |
12.408 |
| HMC |
0.9 |
5.375 |
9.72e-05 |
42.293 |
| HMC |
0.95 |
7.408 |
2.97e-06 |
20.185 |
| HMC |
0.99 |
1.711 |
0.109 |
60.822 |
| SMC |
0.0 |
123.443 |
2.49e-23 |
239.156 |
| SMC |
0.3 |
119.537 |
8.97e-23 |
339.492 |
| SMC |
0.5 |
92.518 |
4.7e-21 |
369.737 |
| SMC |
0.9 |
54.403 |
1.06e-17 |
927.278 |
| SMC |
0.95 |
38.499 |
1.29e-15 |
504.847 |
| SMC |
0.99 |
55.549 |
7.51e-18 |
434.204 |
| Metro |
0.0 |
3.204 |
0.00636 |
44.403 |
| Metro |
0.3 |
7.066 |
5.63e-06 |
447.380 |
| Metro |
0.5 |
1.971 |
0.0688 |
93.590 |
| Metro |
0.9 |
4.804 |
0.00028 |
3156.771 |
| Metro |
0.95 |
6.067 |
2.9e-05 |
3975.624 |
| Metro |
0.99 |
8.407 |
7.65e-07 |
2287.905 |
| DEMetro_Z |
0.0 |
29.445 |
5.37e-14 |
779.549 |
| DEMetro_Z |
0.3 |
21.710 |
3.53e-12 |
3721.644 |
| DEMetro_Z |
0.5 |
23.667 |
1.08e-12 |
851.353 |
| DEMetro_Z |
0.9 |
17.458 |
6.73e-11 |
4565.295 |
| DEMetro_Z |
0.95 |
28.938 |
6.86e-14 |
4871.482 |
| DEMetro_Z |
0.99 |
12.929 |
3.57e-09 |
1573.929 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
-25.372
|
4.18e-13
|
-6.551
|
| Metro_vs_DEMetro_Z |
0.3
|
-18.618
|
2.83e-11
|
-4.807
|
| Metro_vs_DEMetro_Z |
0.5
|
-13.342
|
2.37e-09
|
-3.445
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.766
|
0.0991
|
-0.456
|
| Metro_vs_DEMetro_Z |
0.95
|
-1.486
|
0.16
|
-0.384
|
| Metro_vs_DEMetro_Z |
0.99
|
3.298
|
0.00528
|
0.852
|
| DEMetro_Z_vs_SMC |
0.0
|
20.465
|
7.87e-12
|
5.284
|
| DEMetro_Z_vs_SMC |
0.3
|
19.636
|
1.38e-11
|
5.070
|
| DEMetro_Z_vs_SMC |
0.5
|
13.731
|
1.63e-09
|
3.545
|
| DEMetro_Z_vs_SMC |
0.9
|
13.694
|
1.69e-09
|
3.536
|
| DEMetro_Z_vs_SMC |
0.95
|
24.905
|
5.4e-13
|
6.430
|
| DEMetro_Z_vs_SMC |
0.99
|
9.316
|
2.23e-07
|
2.405
|
| HMC_vs_DEMetro_Z |
0.0
|
-29.541
|
5.16e-14
|
-7.627
|
| HMC_vs_DEMetro_Z |
0.3
|
-21.517
|
3.98e-12
|
-5.556
|
| HMC_vs_DEMetro_Z |
0.5
|
-24.116
|
8.39e-13
|
-6.227
|
| HMC_vs_DEMetro_Z |
0.9
|
-17.604
|
6.02e-11
|
-4.545
|
| HMC_vs_DEMetro_Z |
0.95
|
-28.747
|
7.51e-14
|
-7.423
|
| HMC_vs_DEMetro_Z |
0.99
|
-11.931
|
1.01e-08
|
-3.081
|
| HMC_vs_Metro |
0.0
|
-2.552
|
0.023
|
-0.659
|
| HMC_vs_Metro |
0.3
|
-6.589
|
1.21e-05
|
-1.701
|
| HMC_vs_Metro |
0.5
|
-1.712
|
0.109
|
-0.442
|
| HMC_vs_Metro |
0.9
|
-4.731
|
0.000322
|
-1.222
|
| HMC_vs_Metro |
0.95
|
-6.030
|
3.09e-05
|
-1.557
|
| HMC_vs_Metro |
0.99
|
-8.008
|
1.35e-06
|
-2.068
|
| HMC_vs_SMC |
0.0
|
-72.318
|
2.03e-19
|
-18.672
|
| HMC_vs_SMC |
0.3
|
-50.525
|
3.02e-17
|
-13.046
|
| HMC_vs_SMC |
0.5
|
-76.254
|
9.67e-20
|
-19.689
|
| HMC_vs_SMC |
0.9
|
-41.201
|
5.15e-16
|
-10.638
|
| HMC_vs_SMC |
0.95
|
-33.825
|
7.94e-15
|
-8.734
|
| HMC_vs_SMC |
0.99
|
-10.925
|
3.09e-08
|
-2.821
|
| Metro_vs_SMC |
0.0
|
-13.758
|
1.59e-09
|
-3.552
|
| Metro_vs_SMC |
0.3
|
1.654
|
0.12
|
0.427
|
| Metro_vs_SMC |
0.5
|
-5.873
|
4.05e-05
|
-1.516
|
| Metro_vs_SMC |
0.9
|
3.365
|
0.00463
|
0.869
|
| Metro_vs_SMC |
0.95
|
5.290
|
0.000114
|
1.366
|
| Metro_vs_SMC |
0.99
|
6.794
|
8.68e-06
|
1.754
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.392 |
0.114 |
0.028 |
9.924 |
| HMC |
0.3 |
0.498 |
0.121 |
0.021 |
17.838 |
| HMC |
0.5 |
0.373 |
0.118 |
0.021 |
12.408 |
| HMC |
0.9 |
0.511 |
0.094 |
0.010 |
42.293 |
| HMC |
0.95 |
0.467 |
0.094 |
0.018 |
20.185 |
| HMC |
0.99 |
1.401 |
0.095 |
0.021 |
60.822 |
| SMC |
0.0 |
6.811 |
0.114 |
0.028 |
239.156 |
| SMC |
0.3 |
7.293 |
0.121 |
0.021 |
339.492 |
| SMC |
0.5 |
7.707 |
0.118 |
0.021 |
369.737 |
| SMC |
0.9 |
9.238 |
0.094 |
0.010 |
927.278 |
| SMC |
0.95 |
9.431 |
0.094 |
0.018 |
504.847 |
| SMC |
0.99 |
9.418 |
0.095 |
0.021 |
434.204 |
| Metro |
0.0 |
1.357 |
0.114 |
0.028 |
44.403 |
| Metro |
0.3 |
9.572 |
0.121 |
0.021 |
447.380 |
| Metro |
0.5 |
2.039 |
0.118 |
0.021 |
93.590 |
| Metro |
0.9 |
31.222 |
0.094 |
0.010 |
3156.771 |
| Metro |
0.95 |
73.624 |
0.094 |
0.018 |
3975.624 |
| Metro |
0.99 |
49.219 |
0.095 |
0.021 |
2287.905 |
| DEMetro_Z |
0.0 |
21.943 |
0.114 |
0.028 |
779.549 |
| DEMetro_Z |
0.3 |
78.745 |
0.121 |
0.021 |
3721.644 |
| DEMetro_Z |
0.5 |
17.593 |
0.118 |
0.021 |
851.353 |
| DEMetro_Z |
0.9 |
45.112 |
0.094 |
0.010 |
4565.295 |
| DEMetro_Z |
0.95 |
90.193 |
0.094 |
0.018 |
4871.482 |
| DEMetro_Z |
0.99 |
33.890 |
0.095 |
0.021 |
1573.929 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
5.478 |
8.13e-05 |
93.785 |
| HMC |
0.3 |
2.777 |
0.0148 |
34.250 |
| HMC |
0.5 |
5.567 |
6.83e-05 |
30.617 |
| HMC |
0.9 |
6.562 |
1.1e-05 |
14.058 |
| HMC |
0.95 |
7.821 |
1.42e-06 |
15.262 |
| HMC |
0.99 |
7.587 |
2.29e-06 |
22.015 |
| SMC |
0.0 |
133.209 |
2e-23 |
389.020 |
| SMC |
0.3 |
98.337 |
1.26e-21 |
254.362 |
| SMC |
0.5 |
144.843 |
1.04e-24 |
227.375 |
| SMC |
0.9 |
73.527 |
2.59e-21 |
80.078 |
| SMC |
0.95 |
63.337 |
1.41e-19 |
90.525 |
| SMC |
0.99 |
75.373 |
1.82e-21 |
82.402 |
| Metro |
0.0 |
6.368 |
1.74e-05 |
165.415 |
| Metro |
0.3 |
34.285 |
6.31e-15 |
299.276 |
| Metro |
0.5 |
7.242 |
4.26e-06 |
108.097 |
| Metro |
0.9 |
27.196 |
1.36e-13 |
112.510 |
| Metro |
0.95 |
34.705 |
4.45e-15 |
133.372 |
| Metro |
0.99 |
47.287 |
4.77e-17 |
137.072 |
| DEMetro_Z |
0.0 |
59.752 |
2.73e-18 |
493.416 |
| DEMetro_Z |
0.3 |
36.667 |
2.5e-15 |
344.321 |
| DEMetro_Z |
0.5 |
32.080 |
1.6e-14 |
319.232 |
| DEMetro_Z |
0.9 |
22.355 |
2.18e-12 |
123.920 |
| DEMetro_Z |
0.95 |
40.416 |
5.31e-16 |
157.807 |
| DEMetro_Z |
0.99 |
21.986 |
2.76e-12 |
126.928 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
11.643
|
1.38e-08
|
3.006
|
| DEMetro_Z_vs_SMC |
0.3
|
8.948
|
3.63e-07
|
2.310
|
| DEMetro_Z_vs_SMC |
0.5
|
9.000
|
3.39e-07
|
2.324
|
| DEMetro_Z_vs_SMC |
0.9
|
7.272
|
4.08e-06
|
1.878
|
| DEMetro_Z_vs_SMC |
0.95
|
16.745
|
1.18e-10
|
4.324
|
| DEMetro_Z_vs_SMC |
0.99
|
7.583
|
2.54e-06
|
1.958
|
| HMC_vs_Metro |
0.0
|
-2.724
|
0.0165
|
-0.703
|
| HMC_vs_Metro |
0.3
|
-17.967
|
4.58e-11
|
-4.639
|
| HMC_vs_Metro |
0.5
|
-4.802
|
0.000281
|
-1.240
|
| HMC_vs_Metro |
0.9
|
-23.511
|
1.19e-12
|
-6.071
|
| HMC_vs_Metro |
0.95
|
-28.714
|
7.64e-14
|
-7.414
|
| HMC_vs_Metro |
0.99
|
-27.913
|
1.13e-13
|
-7.207
|
| Metro_vs_DEMetro_Z |
0.0
|
-12.824
|
3.97e-09
|
-3.311
|
| Metro_vs_DEMetro_Z |
0.3
|
-3.353
|
0.00474
|
-0.866
|
| Metro_vs_DEMetro_Z |
0.5
|
-10.709
|
3.97e-08
|
-2.765
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.707
|
0.11
|
-0.441
|
| Metro_vs_DEMetro_Z |
0.95
|
-4.252
|
0.000804
|
-1.098
|
| Metro_vs_DEMetro_Z |
0.99
|
1.742
|
0.104
|
0.450
|
| HMC_vs_SMC |
0.0
|
-16.030
|
2.11e-10
|
-4.139
|
| HMC_vs_SMC |
0.3
|
-17.192
|
8.27e-11
|
-4.439
|
| HMC_vs_SMC |
0.5
|
-33.906
|
7.68e-15
|
-8.755
|
| HMC_vs_SMC |
0.9
|
-24.313
|
7.51e-13
|
-6.278
|
| HMC_vs_SMC |
0.95
|
-27.316
|
1.52e-13
|
-7.053
|
| HMC_vs_SMC |
0.99
|
-20.291
|
8.84e-12
|
-5.239
|
| Metro_vs_SMC |
0.0
|
-8.412
|
7.6e-07
|
-2.172
|
| Metro_vs_SMC |
0.3
|
5.113
|
0.000158
|
1.320
|
| Metro_vs_SMC |
0.5
|
-8.033
|
1.31e-06
|
-2.074
|
| Metro_vs_SMC |
0.9
|
8.031
|
1.31e-06
|
2.074
|
| Metro_vs_SMC |
0.95
|
11.063
|
2.64e-08
|
2.856
|
| Metro_vs_SMC |
0.99
|
18.860
|
2.38e-11
|
4.870
|
| HMC_vs_DEMetro_Z |
0.0
|
-24.017
|
8.88e-13
|
-6.201
|
| HMC_vs_DEMetro_Z |
0.3
|
-20.340
|
8.56e-12
|
-5.252
|
| HMC_vs_DEMetro_Z |
0.5
|
-36.891
|
2.39e-15
|
-9.525
|
| HMC_vs_DEMetro_Z |
0.9
|
-20.775
|
6.42e-12
|
-5.364
|
| HMC_vs_DEMetro_Z |
0.95
|
-33.041
|
1.1e-14
|
-8.531
|
| HMC_vs_DEMetro_Z |
0.99
|
-17.154
|
8.52e-11
|
-4.429
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.107 |
0.015 |
0.001 |
93.785 |
| HMC |
0.3 |
0.067 |
0.015 |
0.002 |
34.250 |
| HMC |
0.5 |
0.070 |
0.015 |
0.002 |
30.617 |
| HMC |
0.9 |
0.096 |
0.015 |
0.006 |
14.058 |
| HMC |
0.95 |
0.092 |
0.014 |
0.005 |
15.262 |
| HMC |
0.99 |
0.138 |
0.015 |
0.006 |
22.015 |
| SMC |
0.0 |
0.397 |
0.015 |
0.001 |
389.020 |
| SMC |
0.3 |
0.401 |
0.015 |
0.002 |
254.362 |
| SMC |
0.5 |
0.421 |
0.015 |
0.002 |
227.375 |
| SMC |
0.9 |
0.475 |
0.015 |
0.006 |
80.078 |
| SMC |
0.95 |
0.477 |
0.014 |
0.005 |
90.525 |
| SMC |
0.99 |
0.476 |
0.015 |
0.006 |
82.402 |
| Metro |
0.0 |
0.177 |
0.015 |
0.001 |
165.415 |
| Metro |
0.3 |
0.469 |
0.015 |
0.002 |
299.276 |
| Metro |
0.5 |
0.208 |
0.015 |
0.002 |
108.097 |
| Metro |
0.9 |
0.661 |
0.015 |
0.006 |
112.510 |
| Metro |
0.95 |
0.697 |
0.014 |
0.005 |
133.372 |
| Metro |
0.99 |
0.781 |
0.015 |
0.006 |
137.072 |
| DEMetro_Z |
0.0 |
0.500 |
0.015 |
0.001 |
493.416 |
| DEMetro_Z |
0.3 |
0.537 |
0.015 |
0.002 |
344.321 |
| DEMetro_Z |
0.5 |
0.585 |
0.015 |
0.002 |
319.232 |
| DEMetro_Z |
0.9 |
0.726 |
0.015 |
0.006 |
123.920 |
| DEMetro_Z |
0.95 |
0.822 |
0.014 |
0.005 |
157.807 |
| DEMetro_Z |
0.99 |
0.725 |
0.015 |
0.006 |
126.928 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
1.474 |
0.159 |
1.309 |
| HMC |
0.3 |
1.248 |
0.232 |
2.760 |
| HMC |
0.5 |
2.672 |
0.0176 |
4.480 |
| HMC |
0.9 |
1.267 |
0.226 |
7.515 |
| HMC |
0.95 |
3.612 |
0.00275 |
9.391 |
| HMC |
0.99 |
2.008 |
0.0643 |
10.752 |
| SMC |
0.0 |
13.592 |
1.13e-12 |
6.558 |
| SMC |
0.3 |
10.687 |
4.7e-09 |
8.393 |
| SMC |
0.5 |
9.270 |
4.32e-08 |
7.488 |
| SMC |
0.9 |
8.580 |
3.33e-07 |
11.100 |
| SMC |
0.95 |
7.003 |
5.73e-06 |
20.865 |
| SMC |
0.99 |
4.068 |
0.00114 |
17.632 |
| Metro |
0.0 |
2.039 |
0.0607 |
12.655 |
| Metro |
0.3 |
3.356 |
0.00471 |
55.085 |
| Metro |
0.5 |
2.533 |
0.0239 |
26.665 |
| Metro |
0.9 |
3.320 |
0.00506 |
799.812 |
| Metro |
0.95 |
3.845 |
0.00178 |
1685.890 |
| Metro |
0.99 |
4.837 |
0.000264 |
2751.584 |
| DEMetro_Z |
0.0 |
16.047 |
2.07e-10 |
324.736 |
| DEMetro_Z |
0.3 |
6.157 |
2.49e-05 |
1930.867 |
| DEMetro_Z |
0.5 |
7.189 |
4.65e-06 |
452.600 |
| DEMetro_Z |
0.9 |
5.966 |
3.45e-05 |
1694.690 |
| DEMetro_Z |
0.95 |
5.882 |
3.99e-05 |
2729.337 |
| DEMetro_Z |
0.99 |
8.586 |
5.96e-07 |
1453.311 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
-15.919
|
2.31e-10
|
-4.110
|
| HMC_vs_DEMetro_Z |
0.3
|
-6.166
|
2.45e-05
|
-1.592
|
| HMC_vs_DEMetro_Z |
0.5
|
-7.156
|
4.89e-06
|
-1.848
|
| HMC_vs_DEMetro_Z |
0.9
|
-5.904
|
3.84e-05
|
-1.524
|
| HMC_vs_DEMetro_Z |
0.95
|
-5.873
|
4.06e-05
|
-1.516
|
| HMC_vs_DEMetro_Z |
0.99
|
-8.474
|
6.97e-07
|
-2.188
|
| Metro_vs_SMC |
0.0
|
0.976
|
0.345
|
0.252
|
| Metro_vs_SMC |
0.3
|
2.862
|
0.0125
|
0.739
|
| Metro_vs_SMC |
0.5
|
1.800
|
0.0935
|
0.465
|
| Metro_vs_SMC |
0.9
|
3.270
|
0.00558
|
0.844
|
| Metro_vs_SMC |
0.95
|
3.797
|
0.00196
|
0.980
|
| Metro_vs_SMC |
0.99
|
4.791
|
0.000287
|
1.237
|
| Metro_vs_DEMetro_Z |
0.0
|
-15.753
|
2.66e-10
|
-4.067
|
| Metro_vs_DEMetro_Z |
0.3
|
-5.900
|
3.87e-05
|
-1.523
|
| Metro_vs_DEMetro_Z |
0.5
|
-6.375
|
1.73e-05
|
-1.646
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.977
|
0.068
|
-0.511
|
| Metro_vs_DEMetro_Z |
0.95
|
-2.452
|
0.028
|
-0.633
|
| Metro_vs_DEMetro_Z |
0.99
|
2.212
|
0.0441
|
0.571
|
| HMC_vs_Metro |
0.0
|
-1.797
|
0.0939
|
-0.464
|
| HMC_vs_Metro |
0.3
|
-3.065
|
0.0084
|
-0.791
|
| HMC_vs_Metro |
0.5
|
-1.995
|
0.0659
|
-0.515
|
| HMC_vs_Metro |
0.9
|
-3.317
|
0.00508
|
-0.857
|
| HMC_vs_Metro |
0.95
|
-3.817
|
0.00189
|
-0.986
|
| HMC_vs_Metro |
0.99
|
-4.811
|
0.000277
|
-1.242
|
| HMC_vs_SMC |
0.0
|
-5.220
|
0.00013
|
-1.348
|
| HMC_vs_SMC |
0.3
|
-2.309
|
0.0367
|
-0.596
|
| HMC_vs_SMC |
0.5
|
-1.795
|
0.0942
|
-0.464
|
| HMC_vs_SMC |
0.9
|
-0.597
|
0.56
|
-0.154
|
| HMC_vs_SMC |
0.95
|
-2.492
|
0.0258
|
-0.644
|
| HMC_vs_SMC |
0.99
|
-0.943
|
0.362
|
-0.243
|
| DEMetro_Z_vs_SMC |
0.0
|
15.657
|
2.88e-10
|
4.043
|
| DEMetro_Z_vs_SMC |
0.3
|
6.126
|
2.62e-05
|
1.582
|
| DEMetro_Z_vs_SMC |
0.5
|
7.086
|
5.46e-06
|
1.830
|
| DEMetro_Z_vs_SMC |
0.9
|
5.935
|
3.64e-05
|
1.532
|
| DEMetro_Z_vs_SMC |
0.95
|
5.827
|
4.39e-05
|
1.505
|
| DEMetro_Z_vs_SMC |
0.99
|
8.587
|
5.95e-07
|
2.217
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.100 |
0.067 |
0.025 |
1.309 |
| HMC |
0.3 |
0.136 |
0.075 |
0.022 |
2.760 |
| HMC |
0.5 |
0.188 |
0.069 |
0.027 |
4.480 |
| HMC |
0.9 |
0.230 |
0.041 |
0.025 |
7.515 |
| HMC |
0.95 |
0.349 |
0.053 |
0.032 |
9.391 |
| HMC |
0.99 |
0.377 |
0.049 |
0.031 |
10.752 |
| SMC |
0.0 |
0.230 |
0.067 |
0.025 |
6.558 |
| SMC |
0.3 |
0.259 |
0.075 |
0.022 |
8.393 |
| SMC |
0.5 |
0.268 |
0.069 |
0.027 |
7.488 |
| SMC |
0.9 |
0.320 |
0.041 |
0.025 |
11.100 |
| SMC |
0.95 |
0.711 |
0.053 |
0.032 |
20.865 |
| SMC |
0.99 |
0.588 |
0.049 |
0.031 |
17.632 |
| Metro |
0.0 |
0.382 |
0.067 |
0.025 |
12.655 |
| Metro |
0.3 |
1.280 |
0.075 |
0.022 |
55.085 |
| Metro |
0.5 |
0.778 |
0.069 |
0.027 |
26.665 |
| Metro |
0.9 |
20.116 |
0.041 |
0.025 |
799.812 |
| Metro |
0.95 |
53.250 |
0.053 |
0.032 |
1685.890 |
| Metro |
0.99 |
84.081 |
0.049 |
0.031 |
2751.584 |
| DEMetro_Z |
0.0 |
8.128 |
0.067 |
0.025 |
324.736 |
| DEMetro_Z |
0.3 |
42.313 |
0.075 |
0.022 |
1930.867 |
| DEMetro_Z |
0.5 |
12.105 |
0.069 |
0.027 |
452.600 |
| DEMetro_Z |
0.9 |
42.577 |
0.041 |
0.025 |
1694.690 |
| DEMetro_Z |
0.95 |
86.176 |
0.053 |
0.032 |
2729.337 |
| DEMetro_Z |
0.99 |
44.433 |
0.049 |
0.031 |
1453.311 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
0.611 |
0.547 |
0.188 |
| HMC |
0.3 |
0.021 |
0.983 |
0.009 |
| HMC |
0.5 |
2.089 |
0.0487 |
1.138 |
| HMC |
0.9 |
1.457 |
0.167 |
5.698 |
| HMC |
0.95 |
1.124 |
0.273 |
0.588 |
| HMC |
0.99 |
0.615 |
0.545 |
0.370 |
| SMC |
0.0 |
16.407 |
1.57e-12 |
4.583 |
| SMC |
0.3 |
22.652 |
7e-19 |
9.465 |
| SMC |
0.5 |
40.525 |
4.7e-24 |
18.653 |
| SMC |
0.9 |
13.877 |
1.39e-09 |
121.668 |
| SMC |
0.95 |
13.310 |
2.41e-09 |
136.479 |
| SMC |
0.99 |
9.916 |
1.01e-07 |
72.318 |
| Metro |
0.0 |
1.003 |
0.332 |
2.342 |
| Metro |
0.3 |
2.118 |
0.0523 |
7.662 |
| Metro |
0.5 |
1.686 |
0.104 |
0.759 |
| Metro |
0.9 |
1.975 |
0.0683 |
683.362 |
| Metro |
0.95 |
1.674 |
0.116 |
1617.562 |
| Metro |
0.99 |
2.256 |
0.0406 |
140.650 |
| DEMetro_Z |
0.0 |
10.159 |
5.85e-08 |
21.556 |
| DEMetro_Z |
0.3 |
6.409 |
1.63e-05 |
356.676 |
| DEMetro_Z |
0.5 |
4.298 |
0.000725 |
18.450 |
| DEMetro_Z |
0.9 |
5.677 |
5.71e-05 |
301.435 |
| DEMetro_Z |
0.95 |
9.602 |
1.54e-07 |
489.585 |
| DEMetro_Z |
0.99 |
7.450 |
3.03e-06 |
42.792 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
-21.140
|
5.07e-12
|
-5.458
|
| HMC_vs_SMC |
0.3
|
-19.169
|
1.91e-11
|
-4.949
|
| HMC_vs_SMC |
0.5
|
-24.804
|
5.71e-13
|
-6.404
|
| HMC_vs_SMC |
0.9
|
-10.443
|
5.45e-08
|
-2.696
|
| HMC_vs_SMC |
0.95
|
-13.199
|
2.73e-09
|
-3.408
|
| HMC_vs_SMC |
0.99
|
-9.992
|
9.44e-08
|
-2.580
|
| Metro_vs_DEMetro_Z |
0.0
|
-6.488
|
1.43e-05
|
-1.675
|
| Metro_vs_DEMetro_Z |
0.3
|
-6.168
|
2.44e-05
|
-1.593
|
| Metro_vs_DEMetro_Z |
0.5
|
-4.153
|
0.000975
|
-1.072
|
| Metro_vs_DEMetro_Z |
0.9
|
1.169
|
0.262
|
0.302
|
| Metro_vs_DEMetro_Z |
0.95
|
1.183
|
0.256
|
0.306
|
| Metro_vs_DEMetro_Z |
0.99
|
1.517
|
0.151
|
0.392
|
| HMC_vs_Metro |
0.0
|
-0.939
|
0.363
|
-0.243
|
| HMC_vs_Metro |
0.3
|
-2.129
|
0.0515
|
-0.550
|
| HMC_vs_Metro |
0.5
|
0.781
|
0.448
|
0.202
|
| HMC_vs_Metro |
0.9
|
-1.955
|
0.0709
|
-0.505
|
| HMC_vs_Metro |
0.95
|
-1.674
|
0.116
|
-0.432
|
| HMC_vs_Metro |
0.99
|
-2.247
|
0.0413
|
-0.580
|
| HMC_vs_DEMetro_Z |
0.0
|
-9.892
|
1.07e-07
|
-2.554
|
| HMC_vs_DEMetro_Z |
0.3
|
-6.415
|
1.61e-05
|
-1.656
|
| HMC_vs_DEMetro_Z |
0.5
|
-4.358
|
0.000656
|
-1.125
|
| HMC_vs_DEMetro_Z |
0.9
|
-5.538
|
7.31e-05
|
-1.430
|
| HMC_vs_DEMetro_Z |
0.95
|
-9.633
|
1.48e-07
|
-2.487
|
| HMC_vs_DEMetro_Z |
0.99
|
-7.132
|
5.08e-06
|
-1.841
|
| Metro_vs_SMC |
0.0
|
-0.969
|
0.349
|
-0.250
|
| Metro_vs_SMC |
0.3
|
-0.510
|
0.618
|
-0.132
|
| Metro_vs_SMC |
0.5
|
-32.683
|
1.28e-14
|
-8.439
|
| Metro_vs_SMC |
0.9
|
1.635
|
0.124
|
0.422
|
| Metro_vs_SMC |
0.95
|
1.539
|
0.146
|
0.397
|
| Metro_vs_SMC |
0.99
|
1.059
|
0.307
|
0.274
|
| DEMetro_Z_vs_SMC |
0.0
|
8.262
|
9.39e-07
|
2.133
|
| DEMetro_Z_vs_SMC |
0.3
|
6.239
|
2.17e-05
|
1.611
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.046
|
0.964
|
-0.012
|
| DEMetro_Z_vs_SMC |
0.9
|
3.276
|
0.00552
|
0.846
|
| DEMetro_Z_vs_SMC |
0.95
|
6.700
|
1.01e-05
|
1.730
|
| DEMetro_Z_vs_SMC |
0.99
|
-2.976
|
0.01
|
-0.768
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
12.411 |
8.592 |
20.294 |
0.188 |
| HMC |
0.3 |
10.085 |
9.988 |
11.248 |
0.009 |
| HMC |
0.5 |
16.816 |
8.128 |
7.632 |
1.138 |
| HMC |
0.9 |
15.570 |
3.153 |
2.179 |
5.698 |
| HMC |
0.95 |
5.115 |
3.562 |
2.643 |
0.588 |
| HMC |
0.99 |
8.010 |
5.818 |
5.919 |
0.370 |
| SMC |
0.0 |
101.597 |
8.592 |
20.294 |
4.583 |
| SMC |
0.3 |
116.443 |
9.988 |
11.248 |
9.465 |
| SMC |
0.5 |
150.481 |
8.128 |
7.632 |
18.653 |
| SMC |
0.9 |
268.292 |
3.153 |
2.179 |
121.668 |
| SMC |
0.95 |
364.310 |
3.562 |
2.643 |
136.479 |
| SMC |
0.99 |
433.881 |
5.818 |
5.919 |
72.318 |
| Metro |
0.0 |
56.110 |
8.592 |
20.294 |
2.342 |
| Metro |
0.3 |
96.168 |
9.988 |
11.248 |
7.662 |
| Metro |
0.5 |
13.917 |
8.128 |
7.632 |
0.759 |
| Metro |
0.9 |
1492.340 |
3.153 |
2.179 |
683.362 |
| Metro |
0.95 |
4279.162 |
3.562 |
2.643 |
1617.562 |
| Metro |
0.99 |
838.351 |
5.818 |
5.919 |
140.650 |
| DEMetro_Z |
0.0 |
446.049 |
8.592 |
20.294 |
21.556 |
| DEMetro_Z |
0.3 |
4021.757 |
9.988 |
11.248 |
356.676 |
| DEMetro_Z |
0.5 |
148.928 |
8.128 |
7.632 |
18.450 |
| DEMetro_Z |
0.9 |
660.042 |
3.153 |
2.179 |
301.435 |
| DEMetro_Z |
0.95 |
1297.652 |
3.562 |
2.643 |
489.585 |
| DEMetro_Z |
0.99 |
259.111 |
5.818 |
5.919 |
42.792 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
2.195 |
0.0455 |
20.991 |
| HMC |
0.3 |
3.067 |
0.00832 |
17.501 |
| HMC |
0.5 |
3.143 |
0.00717 |
18.861 |
| HMC |
0.9 |
2.646 |
0.0192 |
39.273 |
| HMC |
0.95 |
5.616 |
6.11e-05 |
19.918 |
| HMC |
0.99 |
2.622 |
0.0201 |
23.930 |
| SMC |
0.0 |
82.027 |
1.94e-20 |
237.394 |
| SMC |
0.3 |
53.470 |
1.24e-17 |
337.419 |
| SMC |
0.5 |
104.318 |
8.55e-22 |
408.964 |
| SMC |
0.9 |
34.676 |
5.61e-15 |
1117.665 |
| SMC |
0.95 |
28.749 |
7.47e-14 |
679.383 |
| SMC |
0.99 |
20.506 |
7.64e-12 |
633.060 |
| Metro |
0.0 |
2.304 |
0.0371 |
37.042 |
| Metro |
0.3 |
3.150 |
0.00709 |
155.629 |
| Metro |
0.5 |
2.968 |
0.0102 |
46.828 |
| Metro |
0.9 |
3.344 |
0.00482 |
1769.951 |
| Metro |
0.95 |
4.208 |
0.000877 |
2637.424 |
| Metro |
0.99 |
4.838 |
0.000263 |
3197.555 |
| DEMetro_Z |
0.0 |
18.648 |
2.76e-11 |
545.160 |
| DEMetro_Z |
0.3 |
10.349 |
6.1e-08 |
2615.807 |
| DEMetro_Z |
0.5 |
9.049 |
3.17e-07 |
607.349 |
| DEMetro_Z |
0.9 |
7.673 |
2.22e-06 |
4051.386 |
| DEMetro_Z |
0.95 |
6.903 |
7.29e-06 |
4053.387 |
| DEMetro_Z |
0.99 |
9.526 |
1.7e-07 |
1762.899 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
-15.417
|
3.54e-10
|
-3.981
|
| Metro_vs_DEMetro_Z |
0.3
|
-9.080
|
3.05e-07
|
-2.344
|
| Metro_vs_DEMetro_Z |
0.5
|
-7.910
|
1.56e-06
|
-2.042
|
| Metro_vs_DEMetro_Z |
0.9
|
-2.612
|
0.0205
|
-0.674
|
| Metro_vs_DEMetro_Z |
0.95
|
-2.693
|
0.0175
|
-0.695
|
| Metro_vs_DEMetro_Z |
0.99
|
2.121
|
0.0522
|
0.548
|
| DEMetro_Z_vs_SMC |
0.0
|
10.865
|
3.31e-08
|
2.805
|
| DEMetro_Z_vs_SMC |
0.3
|
8.947
|
3.64e-07
|
2.310
|
| DEMetro_Z_vs_SMC |
0.5
|
2.910
|
0.0114
|
0.751
|
| DEMetro_Z_vs_SMC |
0.9
|
5.497
|
7.87e-05
|
1.419
|
| DEMetro_Z_vs_SMC |
0.95
|
5.756
|
4.97e-05
|
1.486
|
| DEMetro_Z_vs_SMC |
0.99
|
6.199
|
2.32e-05
|
1.601
|
| HMC_vs_DEMetro_Z |
0.0
|
-15.583
|
3.07e-10
|
-4.024
|
| HMC_vs_DEMetro_Z |
0.3
|
-10.398
|
5.75e-08
|
-2.685
|
| HMC_vs_DEMetro_Z |
0.5
|
-8.640
|
5.53e-07
|
-2.231
|
| HMC_vs_DEMetro_Z |
0.9
|
-7.516
|
2.81e-06
|
-1.941
|
| HMC_vs_DEMetro_Z |
0.95
|
-6.879
|
7.58e-06
|
-1.776
|
| HMC_vs_DEMetro_Z |
0.99
|
-9.249
|
2.44e-07
|
-2.388
|
| HMC_vs_Metro |
0.0
|
-0.838
|
0.416
|
-0.216
|
| HMC_vs_Metro |
0.3
|
-2.675
|
0.0181
|
-0.691
|
| HMC_vs_Metro |
0.5
|
-1.558
|
0.142
|
-0.402
|
| HMC_vs_Metro |
0.9
|
-3.287
|
0.0054
|
-0.849
|
| HMC_vs_Metro |
0.95
|
-4.169
|
0.000945
|
-1.077
|
| HMC_vs_Metro |
0.99
|
-4.787
|
0.00029
|
-1.236
|
| HMC_vs_SMC |
0.0
|
-20.673
|
6.86e-12
|
-5.338
|
| HMC_vs_SMC |
0.3
|
-33.902
|
7.7e-15
|
-8.754
|
| HMC_vs_SMC |
0.5
|
-53.693
|
1.29e-17
|
-13.864
|
| HMC_vs_SMC |
0.9
|
-36.207
|
3.1e-15
|
-9.349
|
| HMC_vs_SMC |
0.95
|
-25.909
|
3.14e-13
|
-6.690
|
| HMC_vs_SMC |
0.99
|
-20.490
|
7.74e-12
|
-5.290
|
| Metro_vs_SMC |
0.0
|
-12.303
|
6.78e-09
|
-3.177
|
| Metro_vs_SMC |
0.3
|
-3.827
|
0.00185
|
-0.988
|
| Metro_vs_SMC |
0.5
|
-25.076
|
4.92e-13
|
-6.474
|
| Metro_vs_SMC |
0.9
|
1.250
|
0.232
|
0.323
|
| Metro_vs_SMC |
0.95
|
3.166
|
0.00687
|
0.818
|
| Metro_vs_SMC |
0.99
|
3.839
|
0.0018
|
0.991
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.702 |
0.114 |
0.028 |
20.991 |
| HMC |
0.3 |
0.490 |
0.121 |
0.021 |
17.501 |
| HMC |
0.5 |
0.505 |
0.118 |
0.021 |
18.861 |
| HMC |
0.9 |
0.481 |
0.094 |
0.010 |
39.273 |
| HMC |
0.95 |
0.462 |
0.094 |
0.018 |
19.918 |
| HMC |
0.99 |
0.609 |
0.095 |
0.021 |
23.930 |
| SMC |
0.0 |
6.761 |
0.114 |
0.028 |
237.394 |
| SMC |
0.3 |
7.249 |
0.121 |
0.021 |
337.419 |
| SMC |
0.5 |
8.513 |
0.118 |
0.021 |
408.964 |
| SMC |
0.9 |
11.115 |
0.094 |
0.010 |
1117.665 |
| SMC |
0.95 |
12.659 |
0.094 |
0.018 |
679.383 |
| SMC |
0.99 |
13.688 |
0.095 |
0.021 |
633.060 |
| Metro |
0.0 |
1.151 |
0.114 |
0.028 |
37.042 |
| Metro |
0.3 |
3.409 |
0.121 |
0.021 |
155.629 |
| Metro |
0.5 |
1.079 |
0.118 |
0.021 |
46.828 |
| Metro |
0.9 |
17.547 |
0.094 |
0.010 |
1769.951 |
| Metro |
0.95 |
48.874 |
0.094 |
0.018 |
2637.424 |
| Metro |
0.99 |
68.751 |
0.095 |
0.021 |
3197.555 |
| DEMetro_Z |
0.0 |
15.379 |
0.114 |
0.028 |
545.160 |
| DEMetro_Z |
0.3 |
55.383 |
0.121 |
0.021 |
2615.807 |
| DEMetro_Z |
0.5 |
12.585 |
0.118 |
0.021 |
607.349 |
| DEMetro_Z |
0.9 |
40.044 |
0.094 |
0.010 |
4051.386 |
| DEMetro_Z |
0.95 |
75.062 |
0.094 |
0.018 |
4053.387 |
| DEMetro_Z |
0.99 |
37.947 |
0.095 |
0.021 |
1762.899 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
2.329 |
0.0353 |
71.246 |
| HMC |
0.3 |
2.112 |
0.0531 |
61.719 |
| HMC |
0.5 |
2.149 |
0.0496 |
37.974 |
| HMC |
0.9 |
1.956 |
0.0706 |
19.936 |
| HMC |
0.95 |
6.659 |
9.65e-06 |
16.272 |
| HMC |
0.99 |
4.332 |
0.000682 |
21.613 |
| SMC |
0.0 |
125.642 |
4.98e-23 |
391.026 |
| SMC |
0.3 |
84.272 |
1.44e-20 |
264.216 |
| SMC |
0.5 |
91.135 |
3.84e-21 |
240.655 |
| SMC |
0.9 |
80.938 |
5.27e-22 |
87.248 |
| SMC |
0.95 |
53.315 |
4.67e-18 |
102.814 |
| SMC |
0.99 |
41.923 |
2.09e-16 |
99.144 |
| Metro |
0.0 |
6.573 |
1.24e-05 |
130.717 |
| Metro |
0.3 |
6.330 |
1.86e-05 |
189.040 |
| Metro |
0.5 |
4.960 |
0.000209 |
103.314 |
| Metro |
0.9 |
16.432 |
1.45e-10 |
113.267 |
| Metro |
0.95 |
39.244 |
8.63e-16 |
184.738 |
| Metro |
0.99 |
60.284 |
1.68e-18 |
192.413 |
| DEMetro_Z |
0.0 |
43.982 |
2.03e-16 |
535.171 |
| DEMetro_Z |
0.3 |
23.205 |
1.41e-12 |
406.742 |
| DEMetro_Z |
0.5 |
20.041 |
1.04e-11 |
375.484 |
| DEMetro_Z |
0.9 |
17.457 |
6.52e-11 |
141.012 |
| DEMetro_Z |
0.95 |
15.789 |
2.54e-10 |
170.855 |
| DEMetro_Z |
0.99 |
29.642 |
4.49e-14 |
170.372 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
11.274
|
2.07e-08
|
2.911
|
| DEMetro_Z_vs_SMC |
0.3
|
7.460
|
3.06e-06
|
1.926
|
| DEMetro_Z_vs_SMC |
0.5
|
6.711
|
9.92e-06
|
1.733
|
| DEMetro_Z_vs_SMC |
0.9
|
6.432
|
1.57e-05
|
1.661
|
| DEMetro_Z_vs_SMC |
0.95
|
6.253
|
2.12e-05
|
1.614
|
| DEMetro_Z_vs_SMC |
0.99
|
11.345
|
1.92e-08
|
2.929
|
| HMC_vs_Metro |
0.0
|
-1.534
|
0.147
|
-0.396
|
| HMC_vs_Metro |
0.3
|
-2.574
|
0.0221
|
-0.665
|
| HMC_vs_Metro |
0.5
|
-2.242
|
0.0417
|
-0.579
|
| HMC_vs_Metro |
0.9
|
-7.932
|
1.51e-06
|
-2.048
|
| HMC_vs_Metro |
0.95
|
-31.855
|
1.82e-14
|
-8.225
|
| HMC_vs_Metro |
0.99
|
-27.875
|
1.15e-13
|
-7.197
|
| Metro_vs_DEMetro_Z |
0.0
|
-19.480
|
1.54e-11
|
-5.030
|
| Metro_vs_DEMetro_Z |
0.3
|
-5.738
|
5.13e-05
|
-1.482
|
| Metro_vs_DEMetro_Z |
0.5
|
-9.118
|
2.89e-07
|
-2.354
|
| Metro_vs_DEMetro_Z |
0.9
|
-2.959
|
0.0104
|
-0.764
|
| Metro_vs_DEMetro_Z |
0.95
|
1.085
|
0.296
|
0.280
|
| Metro_vs_DEMetro_Z |
0.99
|
3.010
|
0.00937
|
0.777
|
| HMC_vs_SMC |
0.0
|
-10.171
|
7.57e-08
|
-2.626
|
| HMC_vs_SMC |
0.3
|
-6.807
|
8.51e-06
|
-1.757
|
| HMC_vs_SMC |
0.5
|
-11.634
|
1.39e-08
|
-3.004
|
| HMC_vs_SMC |
0.9
|
-6.841
|
8.05e-06
|
-1.766
|
| HMC_vs_SMC |
0.95
|
-22.655
|
1.97e-12
|
-5.849
|
| HMC_vs_SMC |
0.99
|
-16.122
|
1.95e-10
|
-4.163
|
| Metro_vs_SMC |
0.0
|
-12.799
|
4.07e-09
|
-3.305
|
| Metro_vs_SMC |
0.3
|
-2.548
|
0.0232
|
-0.658
|
| Metro_vs_SMC |
0.5
|
-6.549
|
1.29e-05
|
-1.691
|
| Metro_vs_SMC |
0.9
|
3.722
|
0.00227
|
0.961
|
| Metro_vs_SMC |
0.95
|
17.006
|
9.57e-11
|
4.391
|
| Metro_vs_SMC |
0.99
|
21.514
|
3.99e-12
|
5.555
|
| HMC_vs_DEMetro_Z |
0.0
|
-16.621
|
1.3e-10
|
-4.291
|
| HMC_vs_DEMetro_Z |
0.3
|
-10.244
|
6.93e-08
|
-2.645
|
| HMC_vs_DEMetro_Z |
0.5
|
-14.463
|
8.23e-10
|
-3.734
|
| HMC_vs_DEMetro_Z |
0.9
|
-8.946
|
3.64e-07
|
-2.310
|
| HMC_vs_DEMetro_Z |
0.95
|
-13.690
|
1.69e-09
|
-3.535
|
| HMC_vs_DEMetro_Z |
0.99
|
-19.400
|
1.62e-11
|
-5.009
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.085 |
0.015 |
0.001 |
71.246 |
| HMC |
0.3 |
0.108 |
0.015 |
0.002 |
61.719 |
| HMC |
0.5 |
0.083 |
0.015 |
0.002 |
37.974 |
| HMC |
0.9 |
0.130 |
0.015 |
0.006 |
19.936 |
| HMC |
0.95 |
0.097 |
0.014 |
0.005 |
16.272 |
| HMC |
0.99 |
0.136 |
0.015 |
0.006 |
21.613 |
| SMC |
0.0 |
0.399 |
0.015 |
0.001 |
391.026 |
| SMC |
0.3 |
0.416 |
0.015 |
0.002 |
264.216 |
| SMC |
0.5 |
0.445 |
0.015 |
0.002 |
240.655 |
| SMC |
0.9 |
0.516 |
0.015 |
0.006 |
87.248 |
| SMC |
0.95 |
0.540 |
0.014 |
0.005 |
102.814 |
| SMC |
0.99 |
0.569 |
0.015 |
0.006 |
99.144 |
| Metro |
0.0 |
0.143 |
0.015 |
0.001 |
130.717 |
| Metro |
0.3 |
0.302 |
0.015 |
0.002 |
189.040 |
| Metro |
0.5 |
0.199 |
0.015 |
0.002 |
103.314 |
| Metro |
0.9 |
0.665 |
0.015 |
0.006 |
113.267 |
| Metro |
0.95 |
0.960 |
0.014 |
0.005 |
184.738 |
| Metro |
0.99 |
1.091 |
0.015 |
0.006 |
192.413 |
| DEMetro_Z |
0.0 |
0.541 |
0.015 |
0.001 |
535.171 |
| DEMetro_Z |
0.3 |
0.632 |
0.015 |
0.002 |
406.742 |
| DEMetro_Z |
0.5 |
0.685 |
0.015 |
0.002 |
375.484 |
| DEMetro_Z |
0.9 |
0.824 |
0.015 |
0.006 |
141.012 |
| DEMetro_Z |
0.95 |
0.889 |
0.014 |
0.005 |
170.855 |
| DEMetro_Z |
0.99 |
0.968 |
0.015 |
0.006 |
170.372 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
0.0
0.3
0.5
0.9
0.95
0.99
Chain
0.0
0.3
0.5
0.9
0.95
0.99
Vary_Correlation_with_Dim_and_MM
(Mixture,
correlation,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.814 |
0.000275 |
70.881 |
| HMC |
0.3 |
5.131 |
0.00015 |
24.324 |
| HMC |
0.5 |
4.988 |
0.000196 |
27.121 |
| HMC |
0.9 |
7.926 |
7.96e-07 |
9.241 |
| HMC |
0.95 |
4.400 |
0.000551 |
7.980 |
| HMC |
0.99 |
5.755 |
4.5e-05 |
12.978 |
| SMC |
0.0 |
1.323 |
0.201 |
0.836 |
| SMC |
0.3 |
-0.731 |
0.471 |
-0.279 |
| SMC |
0.5 |
-0.504 |
0.618 |
-0.172 |
| SMC |
0.9 |
0.733 |
0.47 |
0.253 |
| SMC |
0.95 |
0.019 |
0.985 |
0.006 |
| SMC |
0.99 |
0.444 |
0.661 |
0.183 |
| Metro |
0.0 |
5.665 |
5.71e-05 |
27.768 |
| Metro |
0.3 |
5.645 |
5.68e-05 |
15.921 |
| Metro |
0.5 |
6.621 |
1.03e-05 |
16.230 |
| Metro |
0.9 |
4.561 |
0.000441 |
34.929 |
| Metro |
0.95 |
6.028 |
3.03e-05 |
29.984 |
| Metro |
0.99 |
6.324 |
1.86e-05 |
56.963 |
| DEMetro_Z |
0.0 |
30.841 |
2.85e-14 |
2097.404 |
| DEMetro_Z |
0.3 |
25.034 |
5.02e-13 |
898.888 |
| DEMetro_Z |
0.5 |
32.142 |
1.6e-14 |
1057.912 |
| DEMetro_Z |
0.9 |
39.601 |
8.82e-16 |
673.833 |
| DEMetro_Z |
0.95 |
27.294 |
1.51e-13 |
363.484 |
| DEMetro_Z |
0.99 |
27.364 |
1.47e-13 |
501.370 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
-31.761
|
1.9e-14
|
-8.201
|
| HMC_vs_DEMetro_Z |
0.3
|
-23.936
|
9.3e-13
|
-6.180
|
| HMC_vs_DEMetro_Z |
0.5
|
-31.529
|
2.1e-14
|
-8.141
|
| HMC_vs_DEMetro_Z |
0.9
|
-39.016
|
1.1e-15
|
-10.074
|
| HMC_vs_DEMetro_Z |
0.95
|
-26.196
|
2.7e-13
|
-6.764
|
| HMC_vs_DEMetro_Z |
0.99
|
-25.872
|
3.2e-13
|
-6.680
|
| Metro_vs_SMC |
0.0
|
5.269
|
0.000119
|
1.360
|
| Metro_vs_SMC |
0.3
|
5.875
|
4.04e-05
|
1.517
|
| Metro_vs_SMC |
0.5
|
6.665
|
1.07e-05
|
1.721
|
| Metro_vs_SMC |
0.9
|
4.526
|
0.000475
|
1.169
|
| Metro_vs_SMC |
0.95
|
6.096
|
2.76e-05
|
1.574
|
| Metro_vs_SMC |
0.99
|
6.346
|
1.81e-05
|
1.638
|
| Metro_vs_DEMetro_Z |
0.0
|
-30.277
|
3.67e-14
|
-7.817
|
| Metro_vs_DEMetro_Z |
0.3
|
-24.388
|
7.2e-13
|
-6.297
|
| Metro_vs_DEMetro_Z |
0.5
|
-31.692
|
1.96e-14
|
-8.183
|
| Metro_vs_DEMetro_Z |
0.9
|
-40.679
|
6.15e-16
|
-10.503
|
| Metro_vs_DEMetro_Z |
0.95
|
-24.398
|
7.16e-13
|
-6.299
|
| Metro_vs_DEMetro_Z |
0.99
|
-19.344
|
1.69e-11
|
-4.995
|
| HMC_vs_Metro |
0.0
|
2.698
|
0.0173
|
0.696
|
| HMC_vs_Metro |
0.3
|
1.290
|
0.218
|
0.333
|
| HMC_vs_Metro |
0.5
|
1.636
|
0.124
|
0.422
|
| HMC_vs_Metro |
0.9
|
-3.111
|
0.00766
|
-0.803
|
| HMC_vs_Metro |
0.95
|
-4.007
|
0.0013
|
-1.035
|
| HMC_vs_Metro |
0.99
|
-4.737
|
0.000318
|
-1.223
|
| HMC_vs_SMC |
0.0
|
4.784
|
0.000291
|
1.235
|
| HMC_vs_SMC |
0.3
|
5.187
|
0.000138
|
1.339
|
| HMC_vs_SMC |
0.5
|
5.060
|
0.000174
|
1.306
|
| HMC_vs_SMC |
0.9
|
8.181
|
1.05e-06
|
2.112
|
| HMC_vs_SMC |
0.95
|
4.713
|
0.000333
|
1.217
|
| HMC_vs_SMC |
0.99
|
5.618
|
6.34e-05
|
1.451
|
| DEMetro_Z_vs_SMC |
0.0
|
30.842
|
2.85e-14
|
7.963
|
| DEMetro_Z_vs_SMC |
0.3
|
25.048
|
4.99e-13
|
6.467
|
| DEMetro_Z_vs_SMC |
0.5
|
32.161
|
1.6e-14
|
8.304
|
| DEMetro_Z_vs_SMC |
0.9
|
39.602
|
8.93e-16
|
10.225
|
| DEMetro_Z_vs_SMC |
0.95
|
27.279
|
1.55e-13
|
7.043
|
| DEMetro_Z_vs_SMC |
0.99
|
27.327
|
1.51e-13
|
7.056
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.256 |
0.025 |
0.003 |
70.881 |
| HMC |
0.3 |
0.202 |
0.028 |
0.007 |
24.324 |
| HMC |
0.5 |
0.210 |
0.023 |
0.007 |
27.121 |
| HMC |
0.9 |
0.110 |
0.021 |
0.010 |
9.241 |
| HMC |
0.95 |
0.163 |
0.022 |
0.018 |
7.980 |
| HMC |
0.99 |
0.161 |
0.015 |
0.011 |
12.978 |
| SMC |
0.0 |
0.028 |
0.025 |
0.003 |
0.836 |
| SMC |
0.3 |
0.026 |
0.028 |
0.007 |
-0.279 |
| SMC |
0.5 |
0.022 |
0.023 |
0.007 |
-0.172 |
| SMC |
0.9 |
0.024 |
0.021 |
0.010 |
0.253 |
| SMC |
0.95 |
0.022 |
0.022 |
0.018 |
0.006 |
| SMC |
0.99 |
0.017 |
0.015 |
0.011 |
0.183 |
| Metro |
0.0 |
0.116 |
0.025 |
0.003 |
27.768 |
| Metro |
0.3 |
0.142 |
0.028 |
0.007 |
15.921 |
| Metro |
0.5 |
0.135 |
0.023 |
0.007 |
16.230 |
| Metro |
0.9 |
0.356 |
0.021 |
0.010 |
34.929 |
| Metro |
0.95 |
0.550 |
0.022 |
0.018 |
29.984 |
| Metro |
0.99 |
0.654 |
0.015 |
0.011 |
56.963 |
| DEMetro_Z |
0.0 |
6.845 |
0.025 |
0.003 |
2097.404 |
| DEMetro_Z |
0.3 |
6.450 |
0.028 |
0.007 |
898.888 |
| DEMetro_Z |
0.5 |
7.307 |
0.023 |
0.007 |
1057.912 |
| DEMetro_Z |
0.9 |
6.478 |
0.021 |
0.010 |
673.833 |
| DEMetro_Z |
0.95 |
6.423 |
0.022 |
0.018 |
363.484 |
| DEMetro_Z |
0.99 |
5.635 |
0.015 |
0.011 |
501.370 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
2.600 |
0.021 |
31.358 |
| HMC |
0.3 |
3.378 |
0.00449 |
26.345 |
| HMC |
0.5 |
3.355 |
0.0047 |
26.461 |
| HMC |
0.9 |
4.191 |
0.000868 |
10.474 |
| HMC |
0.95 |
4.133 |
0.000956 |
8.698 |
| HMC |
0.99 |
4.899 |
0.000162 |
4.933 |
| SMC |
0.0 |
2.163 |
0.0403 |
0.973 |
| SMC |
0.3 |
1.745 |
0.0964 |
1.062 |
| SMC |
0.5 |
1.820 |
0.0795 |
0.633 |
| SMC |
0.9 |
2.304 |
0.0309 |
1.190 |
| SMC |
0.95 |
-0.452 |
0.655 |
-0.188 |
| SMC |
0.99 |
-1.154 |
0.26 |
-0.357 |
| Metro |
0.0 |
3.182 |
0.00612 |
4.103 |
| Metro |
0.3 |
3.572 |
0.00302 |
13.000 |
| Metro |
0.5 |
5.724 |
4.31e-05 |
9.249 |
| Metro |
0.9 |
5.001 |
0.000192 |
28.343 |
| Metro |
0.95 |
3.501 |
0.00353 |
56.266 |
| Metro |
0.99 |
4.555 |
0.000449 |
122.944 |
| DEMetro_Z |
0.0 |
25.115 |
4.81e-13 |
10783.756 |
| DEMetro_Z |
0.3 |
22.326 |
2.41e-12 |
16880.622 |
| DEMetro_Z |
0.5 |
33.754 |
8.18e-15 |
13831.434 |
| DEMetro_Z |
0.9 |
26.794 |
1.98e-13 |
14912.195 |
| DEMetro_Z |
0.95 |
34.074 |
7.18e-15 |
11327.388 |
| DEMetro_Z |
0.99 |
23.428 |
1.25e-12 |
7228.223 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
2.512
|
0.0249
|
0.648
|
| HMC_vs_SMC |
0.3
|
3.295
|
0.00532
|
0.851
|
| HMC_vs_SMC |
0.5
|
3.277
|
0.00551
|
0.846
|
| HMC_vs_SMC |
0.9
|
4.012
|
0.00129
|
1.036
|
| HMC_vs_SMC |
0.95
|
4.015
|
0.00128
|
1.037
|
| HMC_vs_SMC |
0.99
|
5.377
|
9.75e-05
|
1.388
|
| Metro_vs_DEMetro_Z |
0.0
|
-25.100
|
4.85e-13
|
-6.481
|
| Metro_vs_DEMetro_Z |
0.3
|
-22.337
|
2.39e-12
|
-5.767
|
| Metro_vs_DEMetro_Z |
0.5
|
-33.706
|
8.34e-15
|
-8.703
|
| Metro_vs_DEMetro_Z |
0.9
|
-26.682
|
2.1e-13
|
-6.889
|
| Metro_vs_DEMetro_Z |
0.95
|
-34.158
|
6.94e-15
|
-8.820
|
| Metro_vs_DEMetro_Z |
0.99
|
-23.377
|
1.29e-12
|
-6.036
|
| HMC_vs_Metro |
0.0
|
2.241
|
0.0418
|
0.579
|
| HMC_vs_Metro |
0.3
|
1.396
|
0.184
|
0.361
|
| HMC_vs_Metro |
0.5
|
1.978
|
0.0679
|
0.511
|
| HMC_vs_Metro |
0.9
|
-2.640
|
0.0194
|
-0.682
|
| HMC_vs_Metro |
0.95
|
-2.937
|
0.0108
|
-0.758
|
| HMC_vs_Metro |
0.99
|
-4.407
|
0.000596
|
-1.138
|
| HMC_vs_DEMetro_Z |
0.0
|
-25.141
|
4.74e-13
|
-6.491
|
| HMC_vs_DEMetro_Z |
0.3
|
-22.220
|
2.57e-12
|
-5.737
|
| HMC_vs_DEMetro_Z |
0.5
|
-33.689
|
8.4e-15
|
-8.699
|
| HMC_vs_DEMetro_Z |
0.9
|
-26.780
|
1.99e-13
|
-6.915
|
| HMC_vs_DEMetro_Z |
0.95
|
-34.035
|
7.29e-15
|
-8.788
|
| HMC_vs_DEMetro_Z |
0.99
|
-23.411
|
1.26e-12
|
-6.045
|
| Metro_vs_SMC |
0.0
|
2.573
|
0.0221
|
0.664
|
| Metro_vs_SMC |
0.3
|
3.234
|
0.006
|
0.835
|
| Metro_vs_SMC |
0.5
|
5.570
|
6.9e-05
|
1.438
|
| Metro_vs_SMC |
0.9
|
4.884
|
0.000241
|
1.261
|
| Metro_vs_SMC |
0.95
|
3.565
|
0.00311
|
0.920
|
| Metro_vs_SMC |
0.99
|
4.556
|
0.000449
|
1.176
|
| DEMetro_Z_vs_SMC |
0.0
|
25.121
|
4.8e-13
|
6.486
|
| DEMetro_Z_vs_SMC |
0.3
|
22.321
|
2.42e-12
|
5.763
|
| DEMetro_Z_vs_SMC |
0.5
|
33.756
|
8.17e-15
|
8.716
|
| DEMetro_Z_vs_SMC |
0.9
|
26.793
|
1.98e-13
|
6.918
|
| DEMetro_Z_vs_SMC |
0.95
|
34.080
|
7.16e-15
|
8.799
|
| DEMetro_Z_vs_SMC |
0.99
|
23.429
|
1.25e-12
|
6.049
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.546 |
0.043 |
0.016 |
31.358 |
| HMC |
0.3 |
0.312 |
0.039 |
0.010 |
26.345 |
| HMC |
0.5 |
0.381 |
0.036 |
0.013 |
26.461 |
| HMC |
0.9 |
0.151 |
0.026 |
0.012 |
10.474 |
| HMC |
0.95 |
0.145 |
0.028 |
0.013 |
8.698 |
| HMC |
0.99 |
0.128 |
0.024 |
0.021 |
4.933 |
| SMC |
0.0 |
0.059 |
0.043 |
0.016 |
0.973 |
| SMC |
0.3 |
0.050 |
0.039 |
0.010 |
1.062 |
| SMC |
0.5 |
0.044 |
0.036 |
0.013 |
0.633 |
| SMC |
0.9 |
0.041 |
0.026 |
0.012 |
1.190 |
| SMC |
0.95 |
0.026 |
0.028 |
0.013 |
-0.188 |
| SMC |
0.99 |
0.017 |
0.024 |
0.021 |
-0.357 |
| Metro |
0.0 |
0.109 |
0.043 |
0.016 |
4.103 |
| Metro |
0.3 |
0.174 |
0.039 |
0.010 |
13.000 |
| Metro |
0.5 |
0.156 |
0.036 |
0.013 |
9.249 |
| Metro |
0.9 |
0.365 |
0.026 |
0.012 |
28.343 |
| Metro |
0.95 |
0.781 |
0.028 |
0.013 |
56.266 |
| Metro |
0.99 |
2.593 |
0.024 |
0.021 |
122.944 |
| DEMetro_Z |
0.0 |
173.130 |
0.043 |
0.016 |
10783.756 |
| DEMetro_Z |
0.3 |
174.677 |
0.039 |
0.010 |
16880.622 |
| DEMetro_Z |
0.5 |
180.498 |
0.036 |
0.013 |
13831.434 |
| DEMetro_Z |
0.9 |
178.222 |
0.026 |
0.012 |
14912.195 |
| DEMetro_Z |
0.95 |
151.667 |
0.028 |
0.013 |
11327.388 |
| DEMetro_Z |
0.99 |
151.049 |
0.024 |
0.021 |
7228.223 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.671 |
0.00036 |
94.992 |
| HMC |
0.3 |
5.036 |
0.000179 |
25.765 |
| HMC |
0.5 |
5.065 |
0.000171 |
34.700 |
| HMC |
0.9 |
8.190 |
7.98e-07 |
15.261 |
| HMC |
0.95 |
4.845 |
0.000244 |
11.777 |
| HMC |
0.99 |
6.215 |
2.07e-05 |
16.297 |
| SMC |
0.0 |
2.174 |
0.0434 |
1.593 |
| SMC |
0.3 |
-0.324 |
0.748 |
-0.109 |
| SMC |
0.5 |
-0.188 |
0.852 |
-0.062 |
| SMC |
0.9 |
0.727 |
0.473 |
0.259 |
| SMC |
0.95 |
-0.073 |
0.942 |
-0.024 |
| SMC |
0.99 |
-0.205 |
0.839 |
-0.073 |
| Metro |
0.0 |
5.346 |
0.000102 |
36.439 |
| Metro |
0.3 |
5.802 |
4.34e-05 |
17.850 |
| Metro |
0.5 |
7.428 |
2.94e-06 |
22.257 |
| Metro |
0.9 |
7.043 |
5.78e-06 |
62.122 |
| Metro |
0.95 |
7.231 |
4.28e-06 |
49.521 |
| Metro |
0.99 |
9.154 |
2.74e-07 |
116.026 |
| DEMetro_Z |
0.0 |
40.010 |
7.74e-16 |
5573.215 |
| DEMetro_Z |
0.3 |
53.034 |
1.53e-17 |
2020.117 |
| DEMetro_Z |
0.5 |
76.366 |
9.44e-20 |
2596.765 |
| DEMetro_Z |
0.9 |
61.179 |
2.09e-18 |
2029.778 |
| DEMetro_Z |
0.95 |
72.430 |
1.94e-19 |
1000.680 |
| DEMetro_Z |
0.99 |
48.794 |
4.87e-17 |
1262.941 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
-39.341
|
9.78e-16
|
-10.158
|
| Metro_vs_DEMetro_Z |
0.3
|
-53.452
|
1.38e-17
|
-13.801
|
| Metro_vs_DEMetro_Z |
0.5
|
-75.130
|
1.19e-19
|
-19.398
|
| Metro_vs_DEMetro_Z |
0.9
|
-61.128
|
2.12e-18
|
-15.783
|
| Metro_vs_DEMetro_Z |
0.95
|
-63.188
|
1.33e-18
|
-16.315
|
| Metro_vs_DEMetro_Z |
0.99
|
-36.162
|
3.15e-15
|
-9.337
|
| DEMetro_Z_vs_SMC |
0.0
|
40.045
|
7.65e-16
|
10.339
|
| DEMetro_Z_vs_SMC |
0.3
|
53.053
|
1.53e-17
|
13.698
|
| DEMetro_Z_vs_SMC |
0.5
|
76.260
|
9.66e-20
|
19.690
|
| DEMetro_Z_vs_SMC |
0.9
|
61.135
|
2.12e-18
|
15.785
|
| DEMetro_Z_vs_SMC |
0.95
|
72.354
|
2.01e-19
|
18.682
|
| DEMetro_Z_vs_SMC |
0.99
|
48.893
|
4.76e-17
|
12.624
|
| HMC_vs_DEMetro_Z |
0.0
|
-40.714
|
6.08e-16
|
-10.512
|
| HMC_vs_DEMetro_Z |
0.3
|
-50.031
|
3.46e-17
|
-12.918
|
| HMC_vs_DEMetro_Z |
0.5
|
-74.545
|
1.33e-19
|
-19.247
|
| HMC_vs_DEMetro_Z |
0.9
|
-61.429
|
1.98e-18
|
-15.861
|
| HMC_vs_DEMetro_Z |
0.95
|
-70.010
|
3.19e-19
|
-18.076
|
| HMC_vs_DEMetro_Z |
0.99
|
-46.912
|
8.47e-17
|
-12.113
|
| HMC_vs_Metro |
0.0
|
2.649
|
0.0191
|
0.684
|
| HMC_vs_Metro |
0.3
|
1.128
|
0.278
|
0.291
|
| HMC_vs_Metro |
0.5
|
1.481
|
0.161
|
0.382
|
| HMC_vs_Metro |
0.9
|
-4.770
|
0.000299
|
-1.232
|
| HMC_vs_Metro |
0.95
|
-5.015
|
0.000189
|
-1.295
|
| HMC_vs_Metro |
0.99
|
-8.507
|
6.65e-07
|
-2.197
|
| HMC_vs_SMC |
0.0
|
4.622
|
0.000396
|
1.193
|
| HMC_vs_SMC |
0.3
|
5.057
|
0.000175
|
1.306
|
| HMC_vs_SMC |
0.5
|
5.112
|
0.000158
|
1.320
|
| HMC_vs_SMC |
0.9
|
8.416
|
7.55e-07
|
2.173
|
| HMC_vs_SMC |
0.95
|
5.097
|
0.000163
|
1.316
|
| HMC_vs_SMC |
0.99
|
6.080
|
2.84e-05
|
1.570
|
| Metro_vs_SMC |
0.0
|
4.928
|
0.000222
|
1.272
|
| Metro_vs_SMC |
0.3
|
5.967
|
3.45e-05
|
1.541
|
| Metro_vs_SMC |
0.5
|
7.552
|
2.66e-06
|
1.950
|
| Metro_vs_SMC |
0.9
|
6.971
|
6.54e-06
|
1.800
|
| Metro_vs_SMC |
0.95
|
7.298
|
3.92e-06
|
1.884
|
| Metro_vs_SMC |
0.99
|
9.108
|
2.93e-07
|
2.352
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.206 |
0.033 |
0.002 |
94.992 |
| HMC |
0.3 |
0.164 |
0.034 |
0.005 |
25.765 |
| HMC |
0.5 |
0.171 |
0.030 |
0.004 |
34.700 |
| HMC |
0.9 |
0.105 |
0.026 |
0.005 |
15.261 |
| HMC |
0.95 |
0.142 |
0.027 |
0.010 |
11.777 |
| HMC |
0.99 |
0.147 |
0.024 |
0.008 |
16.297 |
| SMC |
0.0 |
0.036 |
0.033 |
0.002 |
1.593 |
| SMC |
0.3 |
0.033 |
0.034 |
0.005 |
-0.109 |
| SMC |
0.5 |
0.030 |
0.030 |
0.004 |
-0.062 |
| SMC |
0.9 |
0.028 |
0.026 |
0.005 |
0.259 |
| SMC |
0.95 |
0.027 |
0.027 |
0.010 |
-0.024 |
| SMC |
0.99 |
0.023 |
0.024 |
0.008 |
-0.073 |
| Metro |
0.0 |
0.099 |
0.033 |
0.002 |
36.439 |
| Metro |
0.3 |
0.124 |
0.034 |
0.005 |
17.850 |
| Metro |
0.5 |
0.121 |
0.030 |
0.004 |
22.257 |
| Metro |
0.9 |
0.347 |
0.026 |
0.005 |
62.122 |
| Metro |
0.95 |
0.512 |
0.027 |
0.010 |
49.521 |
| Metro |
0.99 |
0.899 |
0.024 |
0.008 |
116.026 |
| DEMetro_Z |
0.0 |
10.214 |
0.033 |
0.002 |
5573.215 |
| DEMetro_Z |
0.3 |
10.214 |
0.034 |
0.005 |
2020.117 |
| DEMetro_Z |
0.5 |
10.595 |
0.030 |
0.004 |
2596.765 |
| DEMetro_Z |
0.9 |
10.519 |
0.026 |
0.005 |
2029.778 |
| DEMetro_Z |
0.95 |
9.831 |
0.027 |
0.010 |
1000.680 |
| DEMetro_Z |
0.99 |
9.552 |
0.024 |
0.008 |
1262.941 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.881 |
0.000242 |
74.771 |
| HMC |
0.3 |
5.136 |
0.000149 |
27.462 |
| HMC |
0.5 |
4.891 |
0.000237 |
44.755 |
| HMC |
0.9 |
8.008 |
1.06e-06 |
15.365 |
| HMC |
0.95 |
6.445 |
1.29e-05 |
12.223 |
| HMC |
0.99 |
6.402 |
1.37e-05 |
11.818 |
| SMC |
0.0 |
2.051 |
0.0536 |
1.234 |
| SMC |
0.3 |
-0.394 |
0.697 |
-0.153 |
| SMC |
0.5 |
-0.269 |
0.79 |
-0.093 |
| SMC |
0.9 |
0.758 |
0.455 |
0.264 |
| SMC |
0.95 |
0.033 |
0.974 |
0.012 |
| SMC |
0.99 |
-0.326 |
0.747 |
-0.107 |
| Metro |
0.0 |
5.763 |
4.81e-05 |
29.047 |
| Metro |
0.3 |
5.701 |
5.2e-05 |
18.077 |
| Metro |
0.5 |
8.671 |
4.74e-07 |
25.893 |
| Metro |
0.9 |
8.942 |
3.55e-07 |
50.295 |
| Metro |
0.95 |
8.689 |
4.97e-07 |
43.823 |
| Metro |
0.99 |
11.187 |
2.22e-08 |
73.974 |
| DEMetro_Z |
0.0 |
71.624 |
2.01e-19 |
409.272 |
| DEMetro_Z |
0.3 |
54.660 |
7.1e-18 |
188.329 |
| DEMetro_Z |
0.5 |
58.551 |
3.17e-18 |
272.601 |
| DEMetro_Z |
0.9 |
60.121 |
1.19e-18 |
139.309 |
| DEMetro_Z |
0.95 |
74.402 |
3.14e-21 |
84.842 |
| DEMetro_Z |
0.99 |
65.812 |
6.16e-20 |
89.270 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
69.445
|
3.57e-19
|
17.931
|
| DEMetro_Z_vs_SMC |
0.3
|
55.184
|
8.82e-18
|
14.248
|
| DEMetro_Z_vs_SMC |
0.5
|
57.930
|
4.48e-18
|
14.957
|
| DEMetro_Z_vs_SMC |
0.9
|
59.981
|
2.76e-18
|
15.487
|
| DEMetro_Z_vs_SMC |
0.95
|
70.423
|
2.94e-19
|
18.183
|
| DEMetro_Z_vs_SMC |
0.99
|
62.444
|
1.57e-18
|
16.123
|
| HMC_vs_Metro |
0.0
|
2.750
|
0.0156
|
0.710
|
| HMC_vs_Metro |
0.3
|
1.274
|
0.223
|
0.329
|
| HMC_vs_Metro |
0.5
|
1.761
|
0.1
|
0.455
|
| HMC_vs_Metro |
0.9
|
-5.392
|
9.5e-05
|
-1.392
|
| HMC_vs_Metro |
0.95
|
-5.348
|
0.000103
|
-1.381
|
| HMC_vs_Metro |
0.99
|
-9.764
|
1.26e-07
|
-2.521
|
| Metro_vs_DEMetro_Z |
0.0
|
-70.794
|
2.73e-19
|
-18.279
|
| Metro_vs_DEMetro_Z |
0.3
|
-38.226
|
1.46e-15
|
-9.870
|
| Metro_vs_DEMetro_Z |
0.5
|
-41.491
|
4.67e-16
|
-10.713
|
| Metro_vs_DEMetro_Z |
0.9
|
-16.902
|
1.04e-10
|
-4.364
|
| Metro_vs_DEMetro_Z |
0.95
|
-8.100
|
1.18e-06
|
-2.091
|
| Metro_vs_DEMetro_Z |
0.99
|
-2.204
|
0.0448
|
-0.569
|
| HMC_vs_SMC |
0.0
|
4.837
|
0.000264
|
1.249
|
| HMC_vs_SMC |
0.3
|
5.164
|
0.000144
|
1.333
|
| HMC_vs_SMC |
0.5
|
4.954
|
0.000212
|
1.279
|
| HMC_vs_SMC |
0.9
|
8.333
|
8.5e-07
|
2.151
|
| HMC_vs_SMC |
0.95
|
6.740
|
9.48e-06
|
1.740
|
| HMC_vs_SMC |
0.99
|
6.286
|
2e-05
|
1.623
|
| Metro_vs_SMC |
0.0
|
5.348
|
0.000103
|
1.381
|
| Metro_vs_SMC |
0.3
|
5.901
|
3.86e-05
|
1.524
|
| Metro_vs_SMC |
0.5
|
8.708
|
5.04e-07
|
2.248
|
| Metro_vs_SMC |
0.9
|
8.914
|
3.81e-07
|
2.301
|
| Metro_vs_SMC |
0.95
|
8.854
|
4.12e-07
|
2.286
|
| Metro_vs_SMC |
0.99
|
11.103
|
2.52e-08
|
2.867
|
| HMC_vs_DEMetro_Z |
0.0
|
-23.933
|
9.31e-13
|
-6.180
|
| HMC_vs_DEMetro_Z |
0.3
|
-25.265
|
4.43e-13
|
-6.524
|
| HMC_vs_DEMetro_Z |
0.5
|
-23.805
|
1e-12
|
-6.147
|
| HMC_vs_DEMetro_Z |
0.9
|
-41.720
|
4.33e-16
|
-10.772
|
| HMC_vs_DEMetro_Z |
0.95
|
-30.966
|
2.69e-14
|
-7.995
|
| HMC_vs_DEMetro_Z |
0.99
|
-33.641
|
8.57e-15
|
-8.686
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.116 |
0.013 |
0.001 |
74.771 |
| HMC |
0.3 |
0.096 |
0.015 |
0.003 |
27.462 |
| HMC |
0.5 |
0.109 |
0.013 |
0.002 |
44.755 |
| HMC |
0.9 |
0.074 |
0.014 |
0.004 |
15.365 |
| HMC |
0.95 |
0.095 |
0.016 |
0.006 |
12.223 |
| HMC |
0.99 |
0.087 |
0.014 |
0.006 |
11.818 |
| SMC |
0.0 |
0.015 |
0.013 |
0.001 |
1.234 |
| SMC |
0.3 |
0.014 |
0.015 |
0.003 |
-0.153 |
| SMC |
0.5 |
0.013 |
0.013 |
0.002 |
-0.093 |
| SMC |
0.9 |
0.015 |
0.014 |
0.004 |
0.264 |
| SMC |
0.95 |
0.016 |
0.016 |
0.006 |
0.012 |
| SMC |
0.99 |
0.014 |
0.014 |
0.006 |
-0.107 |
| Metro |
0.0 |
0.053 |
0.013 |
0.001 |
29.047 |
| Metro |
0.3 |
0.068 |
0.015 |
0.003 |
18.077 |
| Metro |
0.5 |
0.069 |
0.013 |
0.002 |
25.893 |
| Metro |
0.9 |
0.209 |
0.014 |
0.004 |
50.295 |
| Metro |
0.95 |
0.300 |
0.016 |
0.006 |
43.823 |
| Metro |
0.99 |
0.469 |
0.014 |
0.006 |
73.974 |
| DEMetro_Z |
0.0 |
0.575 |
0.013 |
0.001 |
409.272 |
| DEMetro_Z |
0.3 |
0.575 |
0.015 |
0.003 |
188.329 |
| DEMetro_Z |
0.5 |
0.594 |
0.013 |
0.002 |
272.601 |
| DEMetro_Z |
0.9 |
0.555 |
0.014 |
0.004 |
139.309 |
| DEMetro_Z |
0.95 |
0.566 |
0.016 |
0.006 |
84.842 |
| DEMetro_Z |
0.99 |
0.563 |
0.014 |
0.006 |
89.270 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
6.453 |
1.51e-05 |
109.645 |
| HMC |
0.3 |
7.729 |
2.01e-06 |
54.207 |
| HMC |
0.5 |
9.750 |
1.23e-07 |
57.288 |
| HMC |
0.9 |
10.291 |
4.73e-08 |
20.145 |
| HMC |
0.95 |
7.093 |
2.81e-06 |
7.605 |
| HMC |
0.99 |
4.834 |
0.000247 |
11.306 |
| SMC |
0.0 |
0.650 |
0.523 |
0.410 |
| SMC |
0.3 |
-1.005 |
0.324 |
-0.316 |
| SMC |
0.5 |
0.118 |
0.907 |
0.040 |
| SMC |
0.9 |
0.186 |
0.854 |
0.085 |
| SMC |
0.95 |
-0.891 |
0.381 |
-0.290 |
| SMC |
0.99 |
0.465 |
0.646 |
0.184 |
| Metro |
0.0 |
4.382 |
0.000611 |
15.884 |
| Metro |
0.3 |
5.364 |
9.43e-05 |
15.194 |
| Metro |
0.5 |
5.374 |
9.42e-05 |
18.238 |
| Metro |
0.9 |
6.368 |
1.72e-05 |
44.321 |
| Metro |
0.95 |
5.242 |
0.000123 |
31.889 |
| Metro |
0.99 |
4.084 |
0.00112 |
109.056 |
| DEMetro_Z |
0.0 |
17.455 |
6.74e-11 |
3009.788 |
| DEMetro_Z |
0.3 |
22.596 |
2.04e-12 |
1711.845 |
| DEMetro_Z |
0.5 |
30.874 |
2.8e-14 |
1736.894 |
| DEMetro_Z |
0.9 |
33.123 |
1.06e-14 |
1237.780 |
| DEMetro_Z |
0.95 |
44.239 |
1.88e-16 |
645.889 |
| DEMetro_Z |
0.99 |
28.452 |
8.64e-14 |
921.289 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
-16.449
|
1.49e-10
|
-4.247
|
| HMC_vs_DEMetro_Z |
0.3
|
-21.481
|
4.07e-12
|
-5.546
|
| HMC_vs_DEMetro_Z |
0.5
|
-29.828
|
4.52e-14
|
-7.701
|
| HMC_vs_DEMetro_Z |
0.9
|
-32.702
|
1.27e-14
|
-8.444
|
| HMC_vs_DEMetro_Z |
0.95
|
-44.127
|
1.98e-16
|
-11.394
|
| HMC_vs_DEMetro_Z |
0.99
|
-27.509
|
1.38e-13
|
-7.103
|
| Metro_vs_SMC |
0.0
|
3.918
|
0.00155
|
1.012
|
| Metro_vs_SMC |
0.3
|
5.340
|
0.000104
|
1.379
|
| Metro_vs_SMC |
0.5
|
5.312
|
0.00011
|
1.371
|
| Metro_vs_SMC |
0.9
|
6.294
|
1.98e-05
|
1.625
|
| Metro_vs_SMC |
0.95
|
5.225
|
0.000129
|
1.349
|
| Metro_vs_SMC |
0.99
|
4.098
|
0.00109
|
1.058
|
| Metro_vs_DEMetro_Z |
0.0
|
-17.344
|
7.35e-11
|
-4.478
|
| Metro_vs_DEMetro_Z |
0.3
|
-22.727
|
1.89e-12
|
-5.868
|
| Metro_vs_DEMetro_Z |
0.5
|
-30.835
|
2.86e-14
|
-7.962
|
| Metro_vs_DEMetro_Z |
0.9
|
-30.969
|
2.69e-14
|
-7.996
|
| Metro_vs_DEMetro_Z |
0.95
|
-43.711
|
2.26e-16
|
-11.286
|
| Metro_vs_DEMetro_Z |
0.99
|
-21.036
|
5.42e-12
|
-5.431
|
| HMC_vs_Metro |
0.0
|
5.928
|
3.69e-05
|
1.531
|
| HMC_vs_Metro |
0.3
|
5.422
|
8.99e-05
|
1.400
|
| HMC_vs_Metro |
0.5
|
6.898
|
7.35e-06
|
1.781
|
| HMC_vs_Metro |
0.9
|
-3.539
|
0.00327
|
-0.914
|
| HMC_vs_Metro |
0.95
|
-3.677
|
0.00249
|
-0.949
|
| HMC_vs_Metro |
0.99
|
-3.651
|
0.00262
|
-0.943
|
| HMC_vs_SMC |
0.0
|
6.351
|
1.79e-05
|
1.640
|
| HMC_vs_SMC |
0.3
|
7.720
|
2.07e-06
|
1.993
|
| HMC_vs_SMC |
0.5
|
9.707
|
1.35e-07
|
2.506
|
| HMC_vs_SMC |
0.9
|
10.929
|
3.08e-08
|
2.822
|
| HMC_vs_SMC |
0.95
|
7.554
|
2.65e-06
|
1.951
|
| HMC_vs_SMC |
0.99
|
4.587
|
0.000423
|
1.184
|
| DEMetro_Z_vs_SMC |
0.0
|
17.449
|
6.78e-11
|
4.505
|
| DEMetro_Z_vs_SMC |
0.3
|
22.591
|
2.05e-12
|
5.833
|
| DEMetro_Z_vs_SMC |
0.5
|
30.871
|
2.81e-14
|
7.971
|
| DEMetro_Z_vs_SMC |
0.9
|
32.991
|
1.12e-14
|
8.518
|
| DEMetro_Z_vs_SMC |
0.95
|
44.270
|
1.9e-16
|
11.431
|
| DEMetro_Z_vs_SMC |
0.99
|
28.476
|
8.56e-14
|
7.352
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.382 |
0.025 |
0.003 |
109.645 |
| HMC |
0.3 |
0.415 |
0.028 |
0.007 |
54.207 |
| HMC |
0.5 |
0.417 |
0.023 |
0.007 |
57.288 |
| HMC |
0.9 |
0.214 |
0.021 |
0.010 |
20.145 |
| HMC |
0.95 |
0.156 |
0.022 |
0.018 |
7.605 |
| HMC |
0.99 |
0.142 |
0.015 |
0.011 |
11.306 |
| SMC |
0.0 |
0.027 |
0.025 |
0.003 |
0.410 |
| SMC |
0.3 |
0.026 |
0.028 |
0.007 |
-0.316 |
| SMC |
0.5 |
0.023 |
0.023 |
0.007 |
0.040 |
| SMC |
0.9 |
0.022 |
0.021 |
0.010 |
0.085 |
| SMC |
0.95 |
0.017 |
0.022 |
0.018 |
-0.290 |
| SMC |
0.99 |
0.017 |
0.015 |
0.011 |
0.184 |
| Metro |
0.0 |
0.077 |
0.025 |
0.003 |
15.884 |
| Metro |
0.3 |
0.136 |
0.028 |
0.007 |
15.194 |
| Metro |
0.5 |
0.148 |
0.023 |
0.007 |
18.238 |
| Metro |
0.9 |
0.446 |
0.021 |
0.010 |
44.321 |
| Metro |
0.95 |
0.584 |
0.022 |
0.018 |
31.889 |
| Metro |
0.99 |
1.238 |
0.015 |
0.011 |
109.056 |
| DEMetro_Z |
0.0 |
9.812 |
0.025 |
0.003 |
3009.788 |
| DEMetro_Z |
0.3 |
12.259 |
0.028 |
0.007 |
1711.845 |
| DEMetro_Z |
0.5 |
11.982 |
0.023 |
0.007 |
1736.894 |
| DEMetro_Z |
0.9 |
11.882 |
0.021 |
0.010 |
1237.780 |
| DEMetro_Z |
0.95 |
11.396 |
0.022 |
0.018 |
645.889 |
| DEMetro_Z |
0.99 |
10.342 |
0.015 |
0.011 |
921.289 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.487 |
0.000511 |
61.798 |
| HMC |
0.3 |
5.144 |
0.000149 |
104.804 |
| HMC |
0.5 |
7.148 |
4.92e-06 |
79.194 |
| HMC |
0.9 |
6.282 |
1.87e-05 |
17.845 |
| HMC |
0.95 |
4.483 |
0.00048 |
9.342 |
| HMC |
0.99 |
5.105 |
0.00014 |
9.070 |
| SMC |
0.0 |
0.524 |
0.605 |
0.210 |
| SMC |
0.3 |
-0.377 |
0.709 |
-0.134 |
| SMC |
0.5 |
-0.225 |
0.824 |
-0.067 |
| SMC |
0.9 |
0.553 |
0.585 |
0.212 |
| SMC |
0.95 |
-1.023 |
0.315 |
-0.339 |
| SMC |
0.99 |
0.248 |
0.806 |
0.085 |
| Metro |
0.0 |
4.108 |
0.00071 |
3.236 |
| Metro |
0.3 |
3.508 |
0.00342 |
11.063 |
| Metro |
0.5 |
5.389 |
8.11e-05 |
9.026 |
| Metro |
0.9 |
8.439 |
6.27e-07 |
21.140 |
| Metro |
0.95 |
9.902 |
9.63e-08 |
35.762 |
| Metro |
0.99 |
19.754 |
7.05e-12 |
39.175 |
| DEMetro_Z |
0.0 |
12.355 |
6.43e-09 |
1273.919 |
| DEMetro_Z |
0.3 |
11.317 |
1.98e-08 |
2150.149 |
| DEMetro_Z |
0.5 |
8.388 |
7.86e-07 |
1427.245 |
| DEMetro_Z |
0.9 |
6.159 |
2.48e-05 |
1487.958 |
| DEMetro_Z |
0.95 |
10.784 |
3.64e-08 |
1580.209 |
| DEMetro_Z |
0.99 |
9.258 |
2.41e-07 |
1109.398 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
4.437
|
0.000563
|
1.146
|
| HMC_vs_SMC |
0.3
|
5.125
|
0.000154
|
1.323
|
| HMC_vs_SMC |
0.5
|
7.186
|
4.66e-06
|
1.855
|
| HMC_vs_SMC |
0.9
|
6.289
|
1.99e-05
|
1.624
|
| HMC_vs_SMC |
0.95
|
4.635
|
0.000386
|
1.197
|
| HMC_vs_SMC |
0.99
|
4.798
|
0.000284
|
1.239
|
| Metro_vs_DEMetro_Z |
0.0
|
-12.312
|
6.72e-09
|
-3.179
|
| Metro_vs_DEMetro_Z |
0.3
|
-11.142
|
2.41e-08
|
-2.877
|
| Metro_vs_DEMetro_Z |
0.5
|
-8.326
|
8.57e-07
|
-2.150
|
| Metro_vs_DEMetro_Z |
0.9
|
-6.068
|
2.9e-05
|
-1.567
|
| Metro_vs_DEMetro_Z |
0.95
|
-10.557
|
4.75e-08
|
-2.726
|
| Metro_vs_DEMetro_Z |
0.99
|
-8.969
|
3.53e-07
|
-2.316
|
| HMC_vs_Metro |
0.0
|
4.327
|
0.000696
|
1.117
|
| HMC_vs_Metro |
0.3
|
4.436
|
0.000564
|
1.145
|
| HMC_vs_Metro |
0.5
|
6.351
|
1.8e-05
|
1.640
|
| HMC_vs_Metro |
0.9
|
-0.928
|
0.369
|
-0.240
|
| HMC_vs_Metro |
0.95
|
-6.214
|
2.26e-05
|
-1.604
|
| HMC_vs_Metro |
0.99
|
-10.671
|
4.15e-08
|
-2.755
|
| HMC_vs_DEMetro_Z |
0.0
|
-12.025
|
9.11e-09
|
-3.105
|
| HMC_vs_DEMetro_Z |
0.3
|
-11.083
|
2.58e-08
|
-2.862
|
| HMC_vs_DEMetro_Z |
0.5
|
-7.991
|
1.39e-06
|
-2.063
|
| HMC_vs_DEMetro_Z |
0.9
|
-6.097
|
2.75e-05
|
-1.574
|
| HMC_vs_DEMetro_Z |
0.95
|
-10.697
|
4.03e-08
|
-2.762
|
| HMC_vs_DEMetro_Z |
0.99
|
-9.177
|
2.68e-07
|
-2.369
|
| Metro_vs_SMC |
0.0
|
3.647
|
0.00264
|
0.942
|
| Metro_vs_SMC |
0.3
|
3.541
|
0.00326
|
0.914
|
| Metro_vs_SMC |
0.5
|
5.263
|
0.00012
|
1.359
|
| Metro_vs_SMC |
0.9
|
8.322
|
8.62e-07
|
2.149
|
| Metro_vs_SMC |
0.95
|
10.051
|
8.77e-08
|
2.595
|
| Metro_vs_SMC |
0.99
|
20.287
|
8.87e-12
|
5.238
|
| DEMetro_Z_vs_SMC |
0.0
|
12.352
|
6.45e-09
|
3.189
|
| DEMetro_Z_vs_SMC |
0.3
|
11.314
|
1.98e-08
|
2.921
|
| DEMetro_Z_vs_SMC |
0.5
|
8.389
|
7.85e-07
|
2.166
|
| DEMetro_Z_vs_SMC |
0.9
|
6.158
|
2.48e-05
|
1.590
|
| DEMetro_Z_vs_SMC |
0.95
|
10.786
|
3.63e-08
|
2.785
|
| DEMetro_Z_vs_SMC |
0.99
|
9.263
|
2.39e-07
|
2.392
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
1.035 |
0.043 |
0.016 |
61.798 |
| HMC |
0.3 |
1.123 |
0.039 |
0.010 |
104.804 |
| HMC |
0.5 |
1.069 |
0.036 |
0.013 |
79.194 |
| HMC |
0.9 |
0.240 |
0.026 |
0.012 |
17.845 |
| HMC |
0.95 |
0.153 |
0.028 |
0.013 |
9.342 |
| HMC |
0.99 |
0.214 |
0.024 |
0.021 |
9.070 |
| SMC |
0.0 |
0.046 |
0.043 |
0.016 |
0.210 |
| SMC |
0.3 |
0.038 |
0.039 |
0.010 |
-0.134 |
| SMC |
0.5 |
0.035 |
0.036 |
0.013 |
-0.067 |
| SMC |
0.9 |
0.029 |
0.026 |
0.012 |
0.212 |
| SMC |
0.95 |
0.024 |
0.028 |
0.013 |
-0.339 |
| SMC |
0.99 |
0.026 |
0.024 |
0.021 |
0.085 |
| Metro |
0.0 |
0.095 |
0.043 |
0.016 |
3.236 |
| Metro |
0.3 |
0.154 |
0.039 |
0.010 |
11.063 |
| Metro |
0.5 |
0.154 |
0.036 |
0.013 |
9.026 |
| Metro |
0.9 |
0.279 |
0.026 |
0.012 |
21.140 |
| Metro |
0.95 |
0.507 |
0.028 |
0.013 |
35.762 |
| Metro |
0.99 |
0.843 |
0.024 |
0.021 |
39.175 |
| DEMetro_Z |
0.0 |
20.490 |
0.043 |
0.016 |
1273.919 |
| DEMetro_Z |
0.3 |
22.283 |
0.039 |
0.010 |
2150.149 |
| DEMetro_Z |
0.5 |
18.657 |
0.036 |
0.013 |
1427.245 |
| DEMetro_Z |
0.9 |
17.807 |
0.026 |
0.012 |
1487.958 |
| DEMetro_Z |
0.95 |
21.182 |
0.028 |
0.013 |
1580.209 |
| DEMetro_Z |
0.99 |
23.204 |
0.024 |
0.021 |
1109.398 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
6.409 |
1.63e-05 |
150.284 |
| HMC |
0.3 |
7.569 |
2.56e-06 |
60.012 |
| HMC |
0.5 |
9.628 |
1.46e-07 |
76.039 |
| HMC |
0.9 |
9.861 |
9.81e-08 |
30.332 |
| HMC |
0.95 |
6.916 |
5.52e-06 |
11.546 |
| HMC |
0.99 |
7.400 |
2.88e-06 |
16.851 |
| SMC |
0.0 |
1.091 |
0.289 |
0.763 |
| SMC |
0.3 |
-0.898 |
0.379 |
-0.267 |
| SMC |
0.5 |
-0.435 |
0.667 |
-0.146 |
| SMC |
0.9 |
0.104 |
0.918 |
0.050 |
| SMC |
0.95 |
-0.862 |
0.396 |
-0.292 |
| SMC |
0.99 |
0.146 |
0.885 |
0.053 |
| Metro |
0.0 |
4.446 |
0.000546 |
21.581 |
| Metro |
0.3 |
5.523 |
7.15e-05 |
17.439 |
| Metro |
0.5 |
6.300 |
1.89e-05 |
25.903 |
| Metro |
0.9 |
6.818 |
8.29e-06 |
67.600 |
| Metro |
0.95 |
6.187 |
2.34e-05 |
50.286 |
| Metro |
0.99 |
5.222 |
0.000129 |
144.354 |
| DEMetro_Z |
0.0 |
18.066 |
4.25e-11 |
4545.565 |
| DEMetro_Z |
0.3 |
24.493 |
6.78e-13 |
2044.789 |
| DEMetro_Z |
0.5 |
33.603 |
8.7e-15 |
2391.640 |
| DEMetro_Z |
0.9 |
32.482 |
1.39e-14 |
1878.697 |
| DEMetro_Z |
0.95 |
39.467 |
9.3e-16 |
960.728 |
| DEMetro_Z |
0.99 |
28.139 |
1.01e-13 |
1177.297 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
-17.971
|
4.56e-11
|
-4.640
|
| Metro_vs_DEMetro_Z |
0.3
|
-24.715
|
6e-13
|
-6.381
|
| Metro_vs_DEMetro_Z |
0.5
|
-33.652
|
8.53e-15
|
-8.689
|
| Metro_vs_DEMetro_Z |
0.9
|
-30.782
|
2.92e-14
|
-7.948
|
| Metro_vs_DEMetro_Z |
0.95
|
-37.354
|
2.01e-15
|
-9.645
|
| Metro_vs_DEMetro_Z |
0.99
|
-20.749
|
6.53e-12
|
-5.357
|
| DEMetro_Z_vs_SMC |
0.0
|
18.055
|
4.28e-11
|
4.662
|
| DEMetro_Z_vs_SMC |
0.3
|
24.489
|
6.8e-13
|
6.323
|
| DEMetro_Z_vs_SMC |
0.5
|
33.602
|
8.71e-15
|
8.676
|
| DEMetro_Z_vs_SMC |
0.9
|
32.373
|
1.46e-14
|
8.359
|
| DEMetro_Z_vs_SMC |
0.95
|
39.529
|
9.16e-16
|
10.206
|
| DEMetro_Z_vs_SMC |
0.99
|
28.127
|
1.01e-13
|
7.262
|
| HMC_vs_DEMetro_Z |
0.0
|
-17.147
|
8.56e-11
|
-4.427
|
| HMC_vs_DEMetro_Z |
0.3
|
-23.534
|
1.17e-12
|
-6.077
|
| HMC_vs_DEMetro_Z |
0.5
|
-32.576
|
1.34e-14
|
-8.411
|
| HMC_vs_DEMetro_Z |
0.9
|
-32.210
|
1.56e-14
|
-8.317
|
| HMC_vs_DEMetro_Z |
0.95
|
-39.202
|
1.03e-15
|
-10.122
|
| HMC_vs_DEMetro_Z |
0.99
|
-27.329
|
1.51e-13
|
-7.056
|
| HMC_vs_Metro |
0.0
|
5.878
|
4.02e-05
|
1.518
|
| HMC_vs_Metro |
0.3
|
5.296
|
0.000113
|
1.367
|
| HMC_vs_Metro |
0.5
|
7.182
|
4.7e-06
|
1.854
|
| HMC_vs_Metro |
0.9
|
-3.783
|
0.00202
|
-0.977
|
| HMC_vs_Metro |
0.95
|
-4.338
|
0.000682
|
-1.120
|
| HMC_vs_Metro |
0.99
|
-4.567
|
0.000439
|
-1.179
|
| HMC_vs_SMC |
0.0
|
6.310
|
1.92e-05
|
1.629
|
| HMC_vs_SMC |
0.3
|
7.557
|
2.64e-06
|
1.951
|
| HMC_vs_SMC |
0.5
|
9.615
|
1.52e-07
|
2.483
|
| HMC_vs_SMC |
0.9
|
10.305
|
6.43e-08
|
2.661
|
| HMC_vs_SMC |
0.95
|
7.015
|
6.1e-06
|
1.811
|
| HMC_vs_SMC |
0.99
|
7.091
|
5.42e-06
|
1.831
|
| Metro_vs_SMC |
0.0
|
4.016
|
0.00127
|
1.037
|
| Metro_vs_SMC |
0.3
|
5.524
|
7.49e-05
|
1.426
|
| Metro_vs_SMC |
0.5
|
6.218
|
2.24e-05
|
1.606
|
| Metro_vs_SMC |
0.9
|
6.741
|
9.46e-06
|
1.740
|
| Metro_vs_SMC |
0.95
|
6.181
|
2.39e-05
|
1.596
|
| Metro_vs_SMC |
0.99
|
5.237
|
0.000126
|
1.352
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.307 |
0.033 |
0.002 |
150.284 |
| HMC |
0.3 |
0.336 |
0.034 |
0.005 |
60.012 |
| HMC |
0.5 |
0.340 |
0.030 |
0.004 |
76.039 |
| HMC |
0.9 |
0.183 |
0.026 |
0.005 |
30.332 |
| HMC |
0.95 |
0.140 |
0.027 |
0.010 |
11.546 |
| HMC |
0.99 |
0.151 |
0.024 |
0.008 |
16.851 |
| SMC |
0.0 |
0.034 |
0.033 |
0.002 |
0.763 |
| SMC |
0.3 |
0.032 |
0.034 |
0.005 |
-0.267 |
| SMC |
0.5 |
0.030 |
0.030 |
0.004 |
-0.146 |
| SMC |
0.9 |
0.027 |
0.026 |
0.005 |
0.050 |
| SMC |
0.95 |
0.024 |
0.027 |
0.010 |
-0.292 |
| SMC |
0.99 |
0.024 |
0.024 |
0.008 |
0.053 |
| Metro |
0.0 |
0.072 |
0.033 |
0.002 |
21.581 |
| Metro |
0.3 |
0.122 |
0.034 |
0.005 |
17.439 |
| Metro |
0.5 |
0.136 |
0.030 |
0.004 |
25.903 |
| Metro |
0.9 |
0.376 |
0.026 |
0.005 |
67.600 |
| Metro |
0.95 |
0.520 |
0.027 |
0.010 |
50.286 |
| Metro |
0.99 |
1.113 |
0.024 |
0.008 |
144.354 |
| DEMetro_Z |
0.0 |
8.337 |
0.033 |
0.002 |
4545.565 |
| DEMetro_Z |
0.3 |
10.338 |
0.034 |
0.005 |
2044.789 |
| DEMetro_Z |
0.5 |
9.761 |
0.030 |
0.004 |
2391.640 |
| DEMetro_Z |
0.9 |
9.738 |
0.026 |
0.005 |
1878.697 |
| DEMetro_Z |
0.95 |
9.440 |
0.027 |
0.010 |
960.728 |
| DEMetro_Z |
0.99 |
8.906 |
0.024 |
0.008 |
1177.297 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
6.373 |
1.73e-05 |
117.245 |
| HMC |
0.3 |
7.558 |
2.61e-06 |
62.547 |
| HMC |
0.5 |
9.635 |
1.46e-07 |
94.656 |
| HMC |
0.9 |
11.384 |
1.55e-08 |
32.918 |
| HMC |
0.95 |
6.891 |
6.09e-06 |
12.998 |
| HMC |
0.99 |
7.780 |
1.46e-06 |
14.101 |
| SMC |
0.0 |
1.013 |
0.323 |
0.632 |
| SMC |
0.3 |
-1.223 |
0.234 |
-0.373 |
| SMC |
0.5 |
0.070 |
0.945 |
0.029 |
| SMC |
0.9 |
0.036 |
0.972 |
0.014 |
| SMC |
0.95 |
-0.886 |
0.384 |
-0.285 |
| SMC |
0.99 |
0.354 |
0.726 |
0.117 |
| Metro |
0.0 |
4.646 |
0.000369 |
16.814 |
| Metro |
0.3 |
5.728 |
4.94e-05 |
17.368 |
| Metro |
0.5 |
6.980 |
6.18e-06 |
29.311 |
| Metro |
0.9 |
8.839 |
4.09e-07 |
53.190 |
| Metro |
0.95 |
7.470 |
2.96e-06 |
51.268 |
| Metro |
0.99 |
10.079 |
8.39e-08 |
112.907 |
| DEMetro_Z |
0.0 |
85.684 |
1.74e-20 |
656.800 |
| DEMetro_Z |
0.3 |
86.632 |
1.1e-20 |
308.964 |
| DEMetro_Z |
0.5 |
33.225 |
1e-14 |
456.336 |
| DEMetro_Z |
0.9 |
66.756 |
4.37e-19 |
240.818 |
| DEMetro_Z |
0.95 |
64.220 |
4.34e-19 |
143.662 |
| DEMetro_Z |
0.99 |
82.433 |
7.67e-21 |
152.999 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
85.567
|
1.93e-20
|
22.093
|
| DEMetro_Z_vs_SMC |
0.3
|
86.727
|
1.6e-20
|
22.393
|
| DEMetro_Z_vs_SMC |
0.5
|
33.314
|
9.81e-15
|
8.602
|
| DEMetro_Z_vs_SMC |
0.9
|
65.417
|
8.22e-19
|
16.891
|
| DEMetro_Z_vs_SMC |
0.95
|
65.273
|
8.48e-19
|
16.853
|
| DEMetro_Z_vs_SMC |
0.99
|
79.741
|
5.18e-20
|
20.589
|
| HMC_vs_Metro |
0.0
|
5.927
|
3.69e-05
|
1.530
|
| HMC_vs_Metro |
0.3
|
5.200
|
0.000134
|
1.343
|
| HMC_vs_Metro |
0.5
|
7.156
|
4.89e-06
|
1.848
|
| HMC_vs_Metro |
0.9
|
-3.338
|
0.00488
|
-0.862
|
| HMC_vs_Metro |
0.95
|
-4.916
|
0.000227
|
-1.269
|
| HMC_vs_Metro |
0.99
|
-8.696
|
5.12e-07
|
-2.245
|
| Metro_vs_DEMetro_Z |
0.0
|
-81.021
|
4.15e-20
|
-20.919
|
| Metro_vs_DEMetro_Z |
0.3
|
-59.842
|
2.85e-18
|
-15.451
|
| Metro_vs_DEMetro_Z |
0.5
|
-31.139
|
2.49e-14
|
-8.040
|
| Metro_vs_DEMetro_Z |
0.9
|
-24.825
|
5.64e-13
|
-6.410
|
| Metro_vs_DEMetro_Z |
0.95
|
-14.317
|
9.42e-10
|
-3.697
|
| Metro_vs_DEMetro_Z |
0.99
|
-3.733
|
0.00223
|
-0.964
|
| HMC_vs_SMC |
0.0
|
6.252
|
2.12e-05
|
1.614
|
| HMC_vs_SMC |
0.3
|
7.586
|
2.53e-06
|
1.959
|
| HMC_vs_SMC |
0.5
|
9.584
|
1.58e-07
|
2.475
|
| HMC_vs_SMC |
0.9
|
11.472
|
1.66e-08
|
2.962
|
| HMC_vs_SMC |
0.95
|
7.066
|
5.63e-06
|
1.824
|
| HMC_vs_SMC |
0.99
|
7.240
|
4.29e-06
|
1.869
|
| Metro_vs_SMC |
0.0
|
4.129
|
0.00102
|
1.066
|
| Metro_vs_SMC |
0.3
|
5.756
|
4.97e-05
|
1.486
|
| Metro_vs_SMC |
0.5
|
6.785
|
8.8e-06
|
1.752
|
| Metro_vs_SMC |
0.9
|
8.766
|
4.65e-07
|
2.263
|
| Metro_vs_SMC |
0.95
|
7.455
|
3.08e-06
|
1.925
|
| Metro_vs_SMC |
0.99
|
10.069
|
8.58e-08
|
2.600
|
| HMC_vs_DEMetro_Z |
0.0
|
-27.059
|
1.73e-13
|
-6.987
|
| HMC_vs_DEMetro_Z |
0.3
|
-25.465
|
3.98e-13
|
-6.575
|
| HMC_vs_DEMetro_Z |
0.5
|
-19.693
|
1.33e-11
|
-5.085
|
| HMC_vs_DEMetro_Z |
0.9
|
-39.928
|
7.97e-16
|
-10.309
|
| HMC_vs_DEMetro_Z |
0.95
|
-39.459
|
9.39e-16
|
-10.188
|
| HMC_vs_DEMetro_Z |
0.99
|
-60.548
|
2.42e-18
|
-15.634
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.174 |
0.013 |
0.001 |
117.245 |
| HMC |
0.3 |
0.201 |
0.015 |
0.003 |
62.547 |
| HMC |
0.5 |
0.215 |
0.013 |
0.002 |
94.656 |
| HMC |
0.9 |
0.142 |
0.014 |
0.004 |
32.918 |
| HMC |
0.95 |
0.100 |
0.016 |
0.006 |
12.998 |
| HMC |
0.99 |
0.101 |
0.014 |
0.006 |
14.101 |
| SMC |
0.0 |
0.014 |
0.013 |
0.001 |
0.632 |
| SMC |
0.3 |
0.014 |
0.015 |
0.003 |
-0.373 |
| SMC |
0.5 |
0.014 |
0.013 |
0.002 |
0.029 |
| SMC |
0.9 |
0.014 |
0.014 |
0.004 |
0.014 |
| SMC |
0.95 |
0.014 |
0.016 |
0.006 |
-0.285 |
| SMC |
0.99 |
0.015 |
0.014 |
0.006 |
0.117 |
| Metro |
0.0 |
0.036 |
0.013 |
0.001 |
16.814 |
| Metro |
0.3 |
0.066 |
0.015 |
0.003 |
17.368 |
| Metro |
0.5 |
0.076 |
0.013 |
0.002 |
29.311 |
| Metro |
0.9 |
0.221 |
0.014 |
0.004 |
53.190 |
| Metro |
0.95 |
0.348 |
0.016 |
0.006 |
51.268 |
| Metro |
0.99 |
0.708 |
0.014 |
0.006 |
112.907 |
| DEMetro_Z |
0.0 |
0.914 |
0.013 |
0.001 |
656.800 |
| DEMetro_Z |
0.3 |
0.933 |
0.015 |
0.003 |
308.964 |
| DEMetro_Z |
0.5 |
0.986 |
0.013 |
0.002 |
456.336 |
| DEMetro_Z |
0.9 |
0.949 |
0.014 |
0.004 |
240.818 |
| DEMetro_Z |
0.95 |
0.948 |
0.016 |
0.006 |
143.662 |
| DEMetro_Z |
0.99 |
0.954 |
0.014 |
0.006 |
152.999 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
0.0
0.3
0.5
0.9
0.95
0.99
Chain
0.0
0.3
0.5
0.9
0.95
0.99
Vary_Correlation_with_Tails_and_MM
(Mixture,
correlation,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
3.551 |
0.00223 |
2.477 |
| HMC |
0.3 |
3.804 |
0.00175 |
5.531 |
| HMC |
0.5 |
0.304 |
0.764 |
0.095 |
| HMC |
0.9 |
1.097 |
0.291 |
2.277 |
| HMC |
0.95 |
1.907 |
0.0722 |
1.306 |
| HMC |
0.99 |
3.635 |
0.00146 |
1.916 |
| SMC |
0.0 |
4.352 |
0.000562 |
5.818 |
| SMC |
0.3 |
4.925 |
0.000191 |
7.677 |
| SMC |
0.5 |
2.730 |
0.0127 |
1.596 |
| SMC |
0.9 |
2.487 |
0.0191 |
0.925 |
| SMC |
0.95 |
2.618 |
0.0173 |
1.840 |
| SMC |
0.99 |
2.398 |
0.025 |
1.198 |
| Metro |
0.0 |
3.307 |
0.00389 |
2.358 |
| Metro |
0.3 |
5.961 |
2.17e-05 |
6.471 |
| Metro |
0.5 |
1.726 |
0.0957 |
0.580 |
| Metro |
0.9 |
2.176 |
0.0406 |
1.161 |
| Metro |
0.95 |
2.595 |
0.0202 |
3.340 |
| Metro |
0.99 |
2.469 |
0.027 |
34.716 |
| DEMetro_Z |
0.0 |
5.143 |
0.000111 |
6.146 |
| DEMetro_Z |
0.3 |
4.122 |
0.000838 |
4.563 |
| DEMetro_Z |
0.5 |
3.397 |
0.00278 |
1.968 |
| DEMetro_Z |
0.9 |
3.514 |
0.0019 |
1.794 |
| DEMetro_Z |
0.95 |
3.826 |
0.00171 |
6.488 |
| DEMetro_Z |
0.99 |
2.683 |
0.0157 |
2.221 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
-2.817
|
0.0137
|
-0.727
|
| HMC_vs_DEMetro_Z |
0.3
|
0.580
|
0.571
|
0.150
|
| HMC_vs_DEMetro_Z |
0.5
|
-3.235
|
0.00599
|
-0.835
|
| HMC_vs_DEMetro_Z |
0.9
|
0.260
|
0.799
|
0.067
|
| HMC_vs_DEMetro_Z |
0.95
|
-2.737
|
0.0161
|
-0.707
|
| HMC_vs_DEMetro_Z |
0.99
|
-0.316
|
0.757
|
-0.082
|
| Metro_vs_SMC |
0.0
|
-2.387
|
0.0316
|
-0.616
|
| Metro_vs_SMC |
0.3
|
-0.680
|
0.508
|
-0.176
|
| Metro_vs_SMC |
0.5
|
-2.067
|
0.0577
|
-0.534
|
| Metro_vs_SMC |
0.9
|
0.425
|
0.677
|
0.110
|
| Metro_vs_SMC |
0.95
|
0.932
|
0.367
|
0.241
|
| Metro_vs_SMC |
0.99
|
2.378
|
0.0322
|
0.614
|
| Metro_vs_DEMetro_Z |
0.0
|
-3.320
|
0.00505
|
-0.857
|
| Metro_vs_DEMetro_Z |
0.3
|
1.146
|
0.271
|
0.296
|
| Metro_vs_DEMetro_Z |
0.5
|
-2.801
|
0.0142
|
-0.723
|
| Metro_vs_DEMetro_Z |
0.9
|
-0.928
|
0.369
|
-0.240
|
| Metro_vs_DEMetro_Z |
0.95
|
-1.726
|
0.106
|
-0.446
|
| Metro_vs_DEMetro_Z |
0.99
|
2.273
|
0.0393
|
0.587
|
| HMC_vs_Metro |
0.0
|
0.103
|
0.919
|
0.027
|
| HMC_vs_Metro |
0.3
|
-0.620
|
0.545
|
-0.160
|
| HMC_vs_Metro |
0.5
|
-1.628
|
0.126
|
-0.420
|
| HMC_vs_Metro |
0.9
|
0.505
|
0.621
|
0.131
|
| HMC_vs_Metro |
0.95
|
-1.403
|
0.182
|
-0.362
|
| HMC_vs_Metro |
0.99
|
-2.351
|
0.0339
|
-0.607
|
| HMC_vs_SMC |
0.0
|
-2.251
|
0.041
|
-0.581
|
| HMC_vs_SMC |
0.3
|
-0.902
|
0.382
|
-0.233
|
| HMC_vs_SMC |
0.5
|
-2.772
|
0.015
|
-0.716
|
| HMC_vs_SMC |
0.9
|
0.636
|
0.535
|
0.164
|
| HMC_vs_SMC |
0.95
|
-0.680
|
0.508
|
-0.175
|
| HMC_vs_SMC |
0.99
|
1.632
|
0.125
|
0.421
|
| DEMetro_Z_vs_SMC |
0.0
|
0.248
|
0.807
|
0.064
|
| DEMetro_Z_vs_SMC |
0.3
|
-2.403
|
0.0307
|
-0.620
|
| DEMetro_Z_vs_SMC |
0.5
|
0.469
|
0.646
|
0.121
|
| DEMetro_Z_vs_SMC |
0.9
|
1.426
|
0.176
|
0.368
|
| DEMetro_Z_vs_SMC |
0.95
|
2.535
|
0.0238
|
0.655
|
| DEMetro_Z_vs_SMC |
0.99
|
1.106
|
0.287
|
0.286
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.148 |
0.050 |
0.039 |
2.477 |
| HMC |
0.3 |
0.228 |
0.068 |
0.029 |
5.531 |
| HMC |
0.5 |
0.118 |
0.109 |
0.095 |
0.095 |
| HMC |
0.9 |
0.391 |
0.099 |
0.128 |
2.277 |
| HMC |
0.95 |
0.116 |
0.068 |
0.037 |
1.306 |
| HMC |
0.99 |
0.124 |
0.047 |
0.040 |
1.916 |
| SMC |
0.0 |
0.280 |
0.050 |
0.039 |
5.818 |
| SMC |
0.3 |
0.290 |
0.068 |
0.029 |
7.677 |
| SMC |
0.5 |
0.260 |
0.109 |
0.095 |
1.596 |
| SMC |
0.9 |
0.217 |
0.099 |
0.128 |
0.925 |
| SMC |
0.95 |
0.136 |
0.068 |
0.037 |
1.840 |
| SMC |
0.99 |
0.095 |
0.047 |
0.040 |
1.198 |
| Metro |
0.0 |
0.143 |
0.050 |
0.039 |
2.358 |
| Metro |
0.3 |
0.255 |
0.068 |
0.029 |
6.471 |
| Metro |
0.5 |
0.163 |
0.109 |
0.095 |
0.580 |
| Metro |
0.9 |
0.248 |
0.099 |
0.128 |
1.161 |
| Metro |
0.95 |
0.191 |
0.068 |
0.037 |
3.340 |
| Metro |
0.99 |
1.434 |
0.047 |
0.040 |
34.716 |
| DEMetro_Z |
0.0 |
0.293 |
0.050 |
0.039 |
6.146 |
| DEMetro_Z |
0.3 |
0.200 |
0.068 |
0.029 |
4.563 |
| DEMetro_Z |
0.5 |
0.295 |
0.109 |
0.095 |
1.968 |
| DEMetro_Z |
0.9 |
0.329 |
0.099 |
0.128 |
1.794 |
| DEMetro_Z |
0.95 |
0.306 |
0.068 |
0.037 |
6.488 |
| DEMetro_Z |
0.99 |
0.136 |
0.047 |
0.040 |
2.221 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
-1.468 |
0.164 |
-0.381 |
| HMC |
0.3 |
1.358 |
0.194 |
1.577 |
| HMC |
0.5 |
-1.024 |
0.323 |
-0.265 |
| HMC |
0.9 |
0.611 |
0.549 |
0.405 |
| HMC |
0.95 |
0.243 |
0.811 |
0.189 |
| HMC |
0.99 |
0.725 |
0.475 |
0.320 |
| SMC |
0.0 |
-1.379 |
0.189 |
-0.357 |
| SMC |
0.3 |
3.075 |
0.00718 |
2.946 |
| SMC |
0.5 |
-0.979 |
0.344 |
-0.253 |
| SMC |
0.9 |
-0.019 |
0.985 |
-0.005 |
| SMC |
0.95 |
1.070 |
0.298 |
0.721 |
| SMC |
0.99 |
3.423 |
0.00229 |
1.681 |
| Metro |
0.0 |
-1.514 |
0.152 |
-0.393 |
| Metro |
0.3 |
1.833 |
0.0855 |
1.855 |
| Metro |
0.5 |
-1.032 |
0.319 |
-0.267 |
| Metro |
0.9 |
-0.843 |
0.413 |
-0.219 |
| Metro |
0.95 |
0.478 |
0.639 |
0.388 |
| Metro |
0.99 |
1.341 |
0.201 |
11.139 |
| DEMetro_Z |
0.0 |
-1.399 |
0.183 |
-0.363 |
| DEMetro_Z |
0.3 |
3.074 |
0.00509 |
1.405 |
| DEMetro_Z |
0.5 |
-1.025 |
0.323 |
-0.265 |
| DEMetro_Z |
0.9 |
-0.750 |
0.465 |
-0.195 |
| DEMetro_Z |
0.95 |
0.532 |
0.602 |
0.431 |
| DEMetro_Z |
0.99 |
0.709 |
0.484 |
0.275 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
-1.180
|
0.258
|
-0.305
|
| HMC_vs_SMC |
0.3
|
-0.840
|
0.415
|
-0.217
|
| HMC_vs_SMC |
0.5
|
-1.364
|
0.194
|
-0.352
|
| HMC_vs_SMC |
0.9
|
0.674
|
0.511
|
0.174
|
| HMC_vs_SMC |
0.95
|
-2.099
|
0.0544
|
-0.542
|
| HMC_vs_SMC |
0.99
|
-3.281
|
0.00547
|
-0.847
|
| Metro_vs_DEMetro_Z |
0.0
|
-2.953
|
0.0105
|
-0.762
|
| Metro_vs_DEMetro_Z |
0.3
|
0.452
|
0.658
|
0.117
|
| Metro_vs_DEMetro_Z |
0.5
|
-0.262
|
0.797
|
-0.068
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.039
|
0.317
|
-0.268
|
| Metro_vs_DEMetro_Z |
0.95
|
-0.640
|
0.533
|
-0.165
|
| Metro_vs_DEMetro_Z |
0.99
|
1.308
|
0.212
|
0.338
|
| HMC_vs_Metro |
0.0
|
1.114
|
0.284
|
0.288
|
| HMC_vs_Metro |
0.3
|
-0.193
|
0.85
|
-0.050
|
| HMC_vs_Metro |
0.5
|
0.266
|
0.794
|
0.069
|
| HMC_vs_Metro |
0.9
|
1.018
|
0.326
|
0.263
|
| HMC_vs_Metro |
0.95
|
-3.317
|
0.00509
|
-0.856
|
| HMC_vs_Metro |
0.99
|
-1.296
|
0.216
|
-0.335
|
| HMC_vs_DEMetro_Z |
0.0
|
-2.785
|
0.0146
|
-0.719
|
| HMC_vs_DEMetro_Z |
0.3
|
0.139
|
0.891
|
0.036
|
| HMC_vs_DEMetro_Z |
0.5
|
0.021
|
0.984
|
0.005
|
| HMC_vs_DEMetro_Z |
0.9
|
0.983
|
0.342
|
0.254
|
| HMC_vs_DEMetro_Z |
0.95
|
-3.223
|
0.00613
|
-0.832
|
| HMC_vs_DEMetro_Z |
0.99
|
0.263
|
0.797
|
0.068
|
| Metro_vs_SMC |
0.0
|
-1.759
|
0.1
|
-0.454
|
| Metro_vs_SMC |
0.3
|
-0.790
|
0.442
|
-0.204
|
| Metro_vs_SMC |
0.5
|
-1.801
|
0.0932
|
-0.465
|
| Metro_vs_SMC |
0.9
|
-4.460
|
0.000539
|
-1.151
|
| Metro_vs_SMC |
0.95
|
-1.216
|
0.244
|
-0.314
|
| Metro_vs_SMC |
0.99
|
1.123
|
0.28
|
0.290
|
| DEMetro_Z_vs_SMC |
0.0
|
-0.287
|
0.779
|
-0.074
|
| DEMetro_Z_vs_SMC |
0.3
|
-1.596
|
0.133
|
-0.412
|
| DEMetro_Z_vs_SMC |
0.5
|
-1.185
|
0.256
|
-0.306
|
| DEMetro_Z_vs_SMC |
0.9
|
-3.985
|
0.00135
|
-1.029
|
| DEMetro_Z_vs_SMC |
0.95
|
-1.087
|
0.295
|
-0.281
|
| DEMetro_Z_vs_SMC |
0.99
|
-2.899
|
0.0117
|
-0.749
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
4.510 |
22.041 |
46.008 |
-0.381 |
| HMC |
0.3 |
4.045 |
2.136 |
1.210 |
1.577 |
| HMC |
0.5 |
4.454 |
46.852 |
160.247 |
-0.265 |
| HMC |
0.9 |
178.516 |
71.206 |
264.663 |
0.405 |
| HMC |
0.95 |
11.906 |
9.573 |
12.329 |
0.189 |
| HMC |
0.99 |
6.057 |
4.221 |
5.737 |
0.320 |
| SMC |
0.0 |
5.601 |
22.041 |
46.008 |
-0.357 |
| SMC |
0.3 |
5.702 |
2.136 |
1.210 |
2.946 |
| SMC |
0.5 |
6.323 |
46.852 |
160.247 |
-0.253 |
| SMC |
0.9 |
69.901 |
71.206 |
264.663 |
-0.005 |
| SMC |
0.95 |
18.466 |
9.573 |
12.329 |
0.721 |
| SMC |
0.99 |
13.866 |
4.221 |
5.737 |
1.681 |
| Metro |
0.0 |
3.964 |
22.041 |
46.008 |
-0.393 |
| Metro |
0.3 |
4.382 |
2.136 |
1.210 |
1.855 |
| Metro |
0.5 |
4.136 |
46.852 |
160.247 |
-0.267 |
| Metro |
0.9 |
13.273 |
71.206 |
264.663 |
-0.219 |
| Metro |
0.95 |
14.357 |
9.573 |
12.329 |
0.388 |
| Metro |
0.99 |
68.131 |
4.221 |
5.737 |
11.139 |
| DEMetro_Z |
0.0 |
5.329 |
22.041 |
46.008 |
-0.363 |
| DEMetro_Z |
0.3 |
3.836 |
2.136 |
1.210 |
1.405 |
| DEMetro_Z |
0.5 |
4.434 |
46.852 |
160.247 |
-0.265 |
| DEMetro_Z |
0.9 |
19.528 |
71.206 |
264.663 |
-0.195 |
| DEMetro_Z |
0.95 |
14.889 |
9.573 |
12.329 |
0.431 |
| DEMetro_Z |
0.99 |
5.800 |
4.221 |
5.737 |
0.275 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
2.666 |
0.0131 |
1.154 |
| HMC |
0.3 |
4.268 |
0.000665 |
5.700 |
| HMC |
0.5 |
2.024 |
0.0538 |
0.636 |
| HMC |
0.9 |
1.274 |
0.223 |
2.908 |
| HMC |
0.95 |
2.139 |
0.0476 |
1.872 |
| HMC |
0.99 |
4.954 |
0.000124 |
4.194 |
| SMC |
0.0 |
5.426 |
3.7e-05 |
3.909 |
| SMC |
0.3 |
8.095 |
8.5e-07 |
13.243 |
| SMC |
0.5 |
6.601 |
1.38e-06 |
3.594 |
| SMC |
0.9 |
10.060 |
5.78e-08 |
17.372 |
| SMC |
0.95 |
7.810 |
1.43e-06 |
14.851 |
| SMC |
0.99 |
7.413 |
3.04e-06 |
23.527 |
| Metro |
0.0 |
4.345 |
0.000167 |
1.642 |
| Metro |
0.3 |
5.889 |
2.62e-05 |
6.785 |
| Metro |
0.5 |
3.214 |
0.00353 |
1.024 |
| Metro |
0.9 |
4.794 |
5.99e-05 |
2.097 |
| Metro |
0.95 |
4.850 |
0.000158 |
4.233 |
| Metro |
0.99 |
2.377 |
0.0323 |
48.337 |
| DEMetro_Z |
0.0 |
6.296 |
3.51e-06 |
3.695 |
| DEMetro_Z |
0.3 |
7.329 |
1.78e-06 |
7.556 |
| DEMetro_Z |
0.5 |
5.461 |
1.9e-05 |
2.984 |
| DEMetro_Z |
0.9 |
5.376 |
2.9e-05 |
3.233 |
| DEMetro_Z |
0.95 |
5.467 |
5.88e-05 |
6.409 |
| DEMetro_Z |
0.99 |
8.167 |
2.94e-07 |
6.915 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
-3.657
|
0.00259
|
-0.944
|
| Metro_vs_DEMetro_Z |
0.3
|
-0.872
|
0.398
|
-0.225
|
| Metro_vs_DEMetro_Z |
0.5
|
-4.225
|
0.000849
|
-1.091
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.800
|
0.0934
|
-0.465
|
| Metro_vs_DEMetro_Z |
0.95
|
-1.748
|
0.102
|
-0.451
|
| Metro_vs_DEMetro_Z |
0.99
|
2.013
|
0.0637
|
0.520
|
| DEMetro_Z_vs_SMC |
0.0
|
-0.357
|
0.727
|
-0.092
|
| DEMetro_Z_vs_SMC |
0.3
|
-4.225
|
0.000848
|
-1.091
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.823
|
0.424
|
-0.213
|
| DEMetro_Z_vs_SMC |
0.9
|
-8.916
|
3.8e-07
|
-2.302
|
| DEMetro_Z_vs_SMC |
0.95
|
-4.865
|
0.00025
|
-1.256
|
| DEMetro_Z_vs_SMC |
0.99
|
-4.947
|
0.000215
|
-1.277
|
| HMC_vs_DEMetro_Z |
0.0
|
-4.171
|
0.000942
|
-1.077
|
| HMC_vs_DEMetro_Z |
0.3
|
-1.144
|
0.272
|
-0.295
|
| HMC_vs_DEMetro_Z |
0.5
|
-4.360
|
0.000653
|
-1.126
|
| HMC_vs_DEMetro_Z |
0.9
|
-0.157
|
0.878
|
-0.040
|
| HMC_vs_DEMetro_Z |
0.95
|
-3.166
|
0.00686
|
-0.818
|
| HMC_vs_DEMetro_Z |
0.99
|
-3.403
|
0.00429
|
-0.879
|
| HMC_vs_Metro |
0.0
|
-1.101
|
0.29
|
-0.284
|
| HMC_vs_Metro |
0.3
|
-0.699
|
0.496
|
-0.180
|
| HMC_vs_Metro |
0.5
|
-1.447
|
0.17
|
-0.374
|
| HMC_vs_Metro |
0.9
|
0.347
|
0.734
|
0.090
|
| HMC_vs_Metro |
0.95
|
-1.938
|
0.073
|
-0.500
|
| HMC_vs_Metro |
0.99
|
-2.166
|
0.0481
|
-0.559
|
| HMC_vs_SMC |
0.0
|
-3.402
|
0.0043
|
-0.878
|
| HMC_vs_SMC |
0.3
|
-3.016
|
0.00926
|
-0.779
|
| HMC_vs_SMC |
0.5
|
-5.030
|
0.000184
|
-1.299
|
| HMC_vs_SMC |
0.9
|
-5.910
|
3.8e-05
|
-1.526
|
| HMC_vs_SMC |
0.95
|
-6.350
|
1.8e-05
|
-1.640
|
| HMC_vs_SMC |
0.99
|
-6.422
|
1.59e-05
|
-1.658
|
| Metro_vs_SMC |
0.0
|
-3.532
|
0.00332
|
-0.912
|
| Metro_vs_SMC |
0.3
|
-4.287
|
0.000752
|
-1.107
|
| Metro_vs_SMC |
0.5
|
-4.917
|
0.000227
|
-1.269
|
| Metro_vs_SMC |
0.9
|
-8.493
|
6.78e-07
|
-2.193
|
| Metro_vs_SMC |
0.95
|
-5.290
|
0.000114
|
-1.366
|
| Metro_vs_SMC |
0.99
|
1.179
|
0.258
|
0.304
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.231 |
0.148 |
0.071 |
1.154 |
| HMC |
0.3 |
0.293 |
0.136 |
0.028 |
5.700 |
| HMC |
0.5 |
0.215 |
0.160 |
0.087 |
0.636 |
| HMC |
0.9 |
0.473 |
0.144 |
0.113 |
2.908 |
| HMC |
0.95 |
0.206 |
0.135 |
0.038 |
1.872 |
| HMC |
0.99 |
0.220 |
0.098 |
0.029 |
4.194 |
| SMC |
0.0 |
0.427 |
0.148 |
0.071 |
3.909 |
| SMC |
0.3 |
0.501 |
0.136 |
0.028 |
13.243 |
| SMC |
0.5 |
0.471 |
0.160 |
0.087 |
3.594 |
| SMC |
0.9 |
2.109 |
0.144 |
0.113 |
17.372 |
| SMC |
0.95 |
0.697 |
0.135 |
0.038 |
14.851 |
| SMC |
0.99 |
0.778 |
0.098 |
0.029 |
23.527 |
| Metro |
0.0 |
0.265 |
0.148 |
0.071 |
1.642 |
| Metro |
0.3 |
0.323 |
0.136 |
0.028 |
6.785 |
| Metro |
0.5 |
0.249 |
0.160 |
0.087 |
1.024 |
| Metro |
0.9 |
0.381 |
0.144 |
0.113 |
2.097 |
| Metro |
0.95 |
0.296 |
0.135 |
0.038 |
4.233 |
| Metro |
0.99 |
1.495 |
0.098 |
0.029 |
48.337 |
| DEMetro_Z |
0.0 |
0.412 |
0.148 |
0.071 |
3.695 |
| DEMetro_Z |
0.3 |
0.344 |
0.136 |
0.028 |
7.556 |
| DEMetro_Z |
0.5 |
0.418 |
0.160 |
0.087 |
2.984 |
| DEMetro_Z |
0.9 |
0.510 |
0.144 |
0.113 |
3.233 |
| DEMetro_Z |
0.95 |
0.378 |
0.135 |
0.038 |
6.409 |
| DEMetro_Z |
0.99 |
0.298 |
0.098 |
0.029 |
6.915 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
3.314 |
0.00443 |
3.430 |
| HMC |
0.3 |
3.926 |
0.00136 |
5.689 |
| HMC |
0.5 |
2.650 |
0.0158 |
1.742 |
| HMC |
0.9 |
3.969 |
0.00106 |
3.694 |
| HMC |
0.95 |
5.097 |
7.12e-05 |
3.557 |
| HMC |
0.99 |
4.367 |
0.000542 |
5.719 |
| SMC |
0.0 |
4.603 |
0.000365 |
7.786 |
| SMC |
0.3 |
6.346 |
1.4e-05 |
9.802 |
| SMC |
0.5 |
5.851 |
3.11e-05 |
7.803 |
| SMC |
0.9 |
14.616 |
6.43e-10 |
59.420 |
| SMC |
0.95 |
11.232 |
1.65e-08 |
25.049 |
| SMC |
0.99 |
10.743 |
3.48e-08 |
40.505 |
| Metro |
0.0 |
4.991 |
7.73e-05 |
3.174 |
| Metro |
0.3 |
4.478 |
0.000374 |
4.332 |
| Metro |
0.5 |
4.913 |
6.91e-05 |
2.672 |
| Metro |
0.9 |
12.559 |
5.97e-10 |
10.775 |
| Metro |
0.95 |
4.939 |
0.000174 |
6.485 |
| Metro |
0.99 |
5.811 |
4.44e-05 |
31.107 |
| DEMetro_Z |
0.0 |
5.826 |
3.51e-05 |
8.998 |
| DEMetro_Z |
0.3 |
4.330 |
0.000576 |
5.481 |
| DEMetro_Z |
0.5 |
4.389 |
0.000553 |
7.247 |
| DEMetro_Z |
0.9 |
5.591 |
6.27e-05 |
16.189 |
| DEMetro_Z |
0.95 |
5.888 |
3.43e-05 |
11.656 |
| DEMetro_Z |
0.99 |
7.606 |
1.85e-06 |
13.070 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
0.814
|
0.429
|
0.210
|
| DEMetro_Z_vs_SMC |
0.3
|
-3.173
|
0.00677
|
-0.819
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.251
|
0.806
|
-0.065
|
| DEMetro_Z_vs_SMC |
0.9
|
-11.486
|
1.64e-08
|
-2.966
|
| DEMetro_Z_vs_SMC |
0.95
|
-5.812
|
4.51e-05
|
-1.501
|
| DEMetro_Z_vs_SMC |
0.99
|
-6.424
|
1.59e-05
|
-1.659
|
| HMC_vs_Metro |
0.0
|
0.231
|
0.821
|
0.060
|
| HMC_vs_Metro |
0.3
|
0.914
|
0.376
|
0.236
|
| HMC_vs_Metro |
0.5
|
-1.278
|
0.222
|
-0.330
|
| HMC_vs_Metro |
0.9
|
-5.270
|
0.000118
|
-1.361
|
| HMC_vs_Metro |
0.95
|
-1.981
|
0.0676
|
-0.511
|
| HMC_vs_Metro |
0.99
|
-4.476
|
0.000523
|
-1.156
|
| Metro_vs_DEMetro_Z |
0.0
|
-3.699
|
0.00238
|
-0.955
|
| Metro_vs_DEMetro_Z |
0.3
|
-0.813
|
0.43
|
-0.210
|
| Metro_vs_DEMetro_Z |
0.5
|
-3.049
|
0.00867
|
-0.787
|
| Metro_vs_DEMetro_Z |
0.9
|
-1.684
|
0.114
|
-0.435
|
| Metro_vs_DEMetro_Z |
0.95
|
-2.086
|
0.0557
|
-0.539
|
| Metro_vs_DEMetro_Z |
0.99
|
3.024
|
0.00911
|
0.781
|
| HMC_vs_SMC |
0.0
|
-2.146
|
0.0499
|
-0.554
|
| HMC_vs_SMC |
0.3
|
-1.834
|
0.0879
|
-0.474
|
| HMC_vs_SMC |
0.5
|
-3.804
|
0.00194
|
-0.982
|
| HMC_vs_SMC |
0.9
|
-12.943
|
3.52e-09
|
-3.342
|
| HMC_vs_SMC |
0.95
|
-9.449
|
1.88e-07
|
-2.440
|
| HMC_vs_SMC |
0.99
|
-8.600
|
5.84e-07
|
-2.221
|
| Metro_vs_SMC |
0.0
|
-2.756
|
0.0155
|
-0.712
|
| Metro_vs_SMC |
0.3
|
-4.093
|
0.0011
|
-1.057
|
| Metro_vs_SMC |
0.5
|
-3.477
|
0.0037
|
-0.898
|
| Metro_vs_SMC |
0.9
|
-12.007
|
9.29e-09
|
-3.100
|
| Metro_vs_SMC |
0.95
|
-6.594
|
1.2e-05
|
-1.703
|
| Metro_vs_SMC |
0.99
|
-1.320
|
0.208
|
-0.341
|
| HMC_vs_DEMetro_Z |
0.0
|
-3.092
|
0.00795
|
-0.798
|
| HMC_vs_DEMetro_Z |
0.3
|
0.107
|
0.916
|
0.028
|
| HMC_vs_DEMetro_Z |
0.5
|
-3.315
|
0.00511
|
-0.856
|
| HMC_vs_DEMetro_Z |
0.9
|
-4.345
|
0.000672
|
-1.122
|
| HMC_vs_DEMetro_Z |
0.95
|
-4.318
|
0.000708
|
-1.115
|
| HMC_vs_DEMetro_Z |
0.99
|
-5.288
|
0.000115
|
-1.365
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.028 |
0.010 |
0.005 |
3.430 |
| HMC |
0.3 |
0.042 |
0.014 |
0.005 |
5.689 |
| HMC |
0.5 |
0.024 |
0.013 |
0.006 |
1.742 |
| HMC |
0.9 |
0.028 |
0.014 |
0.004 |
3.694 |
| HMC |
0.95 |
0.030 |
0.014 |
0.004 |
3.557 |
| HMC |
0.99 |
0.032 |
0.012 |
0.003 |
5.719 |
| SMC |
0.0 |
0.050 |
0.010 |
0.005 |
7.786 |
| SMC |
0.3 |
0.062 |
0.014 |
0.005 |
9.802 |
| SMC |
0.5 |
0.060 |
0.013 |
0.006 |
7.803 |
| SMC |
0.9 |
0.235 |
0.014 |
0.004 |
59.420 |
| SMC |
0.95 |
0.125 |
0.014 |
0.004 |
25.049 |
| SMC |
0.99 |
0.153 |
0.012 |
0.003 |
40.505 |
| Metro |
0.0 |
0.026 |
0.010 |
0.005 |
3.174 |
| Metro |
0.3 |
0.035 |
0.014 |
0.005 |
4.332 |
| Metro |
0.5 |
0.029 |
0.013 |
0.006 |
2.672 |
| Metro |
0.9 |
0.054 |
0.014 |
0.004 |
10.775 |
| Metro |
0.95 |
0.043 |
0.014 |
0.004 |
6.485 |
| Metro |
0.99 |
0.121 |
0.012 |
0.003 |
31.107 |
| DEMetro_Z |
0.0 |
0.057 |
0.010 |
0.005 |
8.998 |
| DEMetro_Z |
0.3 |
0.040 |
0.014 |
0.005 |
5.481 |
| DEMetro_Z |
0.5 |
0.056 |
0.013 |
0.006 |
7.247 |
| DEMetro_Z |
0.9 |
0.074 |
0.014 |
0.004 |
16.189 |
| DEMetro_Z |
0.95 |
0.066 |
0.014 |
0.004 |
11.656 |
| DEMetro_Z |
0.99 |
0.058 |
0.012 |
0.003 |
13.070 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.396 |
0.000383 |
3.510 |
| HMC |
0.3 |
3.617 |
0.00246 |
4.401 |
| HMC |
0.5 |
2.040 |
0.0517 |
0.886 |
| HMC |
0.9 |
1.605 |
0.12 |
0.536 |
| HMC |
0.95 |
1.317 |
0.207 |
1.385 |
| HMC |
0.99 |
3.192 |
0.00444 |
1.829 |
| SMC |
0.0 |
4.437 |
0.000425 |
4.631 |
| SMC |
0.3 |
2.426 |
0.029 |
5.659 |
| SMC |
0.5 |
1.619 |
0.122 |
1.111 |
| SMC |
0.9 |
4.272 |
0.000504 |
3.431 |
| SMC |
0.95 |
3.175 |
0.00611 |
3.756 |
| SMC |
0.99 |
3.538 |
0.00165 |
1.650 |
| Metro |
0.0 |
3.457 |
0.00351 |
4.762 |
| Metro |
0.3 |
3.170 |
0.00637 |
4.536 |
| Metro |
0.5 |
2.069 |
0.048 |
0.776 |
| Metro |
0.9 |
1.948 |
0.0617 |
0.762 |
| Metro |
0.95 |
2.577 |
0.0216 |
6.189 |
| Metro |
0.99 |
1.644 |
0.122 |
56.649 |
| DEMetro_Z |
0.0 |
4.509 |
0.000199 |
2.591 |
| DEMetro_Z |
0.3 |
3.190 |
0.00615 |
4.752 |
| DEMetro_Z |
0.5 |
1.720 |
0.0967 |
0.589 |
| DEMetro_Z |
0.9 |
2.082 |
0.0466 |
0.755 |
| DEMetro_Z |
0.95 |
3.283 |
0.00466 |
3.218 |
| DEMetro_Z |
0.99 |
3.273 |
0.00496 |
3.784 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0.0
|
0.974
|
0.346
|
0.252
|
| HMC_vs_DEMetro_Z |
0.3
|
-0.177
|
0.862
|
-0.046
|
| HMC_vs_DEMetro_Z |
0.5
|
0.767
|
0.456
|
0.198
|
| HMC_vs_DEMetro_Z |
0.9
|
-0.549
|
0.592
|
-0.142
|
| HMC_vs_DEMetro_Z |
0.95
|
-1.203
|
0.249
|
-0.310
|
| HMC_vs_DEMetro_Z |
0.99
|
-1.882
|
0.0807
|
-0.486
|
| Metro_vs_SMC |
0.0
|
0.107
|
0.916
|
0.028
|
| Metro_vs_SMC |
0.3
|
-0.391
|
0.702
|
-0.101
|
| Metro_vs_SMC |
0.5
|
-0.528
|
0.606
|
-0.136
|
| Metro_vs_SMC |
0.9
|
-2.830
|
0.0134
|
-0.731
|
| Metro_vs_SMC |
0.95
|
0.872
|
0.398
|
0.225
|
| Metro_vs_SMC |
0.99
|
1.598
|
0.132
|
0.413
|
| Metro_vs_DEMetro_Z |
0.0
|
1.507
|
0.154
|
0.389
|
| Metro_vs_DEMetro_Z |
0.3
|
-0.089
|
0.93
|
-0.023
|
| Metro_vs_DEMetro_Z |
0.5
|
0.465
|
0.649
|
0.120
|
| Metro_vs_DEMetro_Z |
0.9
|
0.014
|
0.989
|
0.004
|
| Metro_vs_DEMetro_Z |
0.95
|
1.140
|
0.274
|
0.294
|
| Metro_vs_DEMetro_Z |
0.99
|
1.528
|
0.149
|
0.394
|
| HMC_vs_Metro |
0.0
|
-0.750
|
0.466
|
-0.194
|
| HMC_vs_Metro |
0.3
|
-0.088
|
0.931
|
-0.023
|
| HMC_vs_Metro |
0.5
|
0.300
|
0.769
|
0.077
|
| HMC_vs_Metro |
0.9
|
-0.825
|
0.423
|
-0.213
|
| HMC_vs_Metro |
0.95
|
-1.887
|
0.0801
|
-0.487
|
| HMC_vs_Metro |
0.99
|
-1.599
|
0.132
|
-0.413
|
| HMC_vs_SMC |
0.0
|
-0.796
|
0.439
|
-0.206
|
| HMC_vs_SMC |
0.3
|
-0.442
|
0.665
|
-0.114
|
| HMC_vs_SMC |
0.5
|
-0.403
|
0.693
|
-0.104
|
| HMC_vs_SMC |
0.9
|
-3.639
|
0.00268
|
-0.940
|
| HMC_vs_SMC |
0.95
|
-1.490
|
0.158
|
-0.385
|
| HMC_vs_SMC |
0.99
|
0.329
|
0.747
|
0.085
|
| DEMetro_Z_vs_SMC |
0.0
|
-1.584
|
0.136
|
-0.409
|
| DEMetro_Z_vs_SMC |
0.3
|
-0.435
|
0.67
|
-0.112
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.906
|
0.38
|
-0.234
|
| DEMetro_Z_vs_SMC |
0.9
|
-3.104
|
0.00776
|
-0.802
|
| DEMetro_Z_vs_SMC |
0.95
|
-0.325
|
0.75
|
-0.084
|
| DEMetro_Z_vs_SMC |
0.99
|
1.840
|
0.0871
|
0.475
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.189 |
0.050 |
0.039 |
3.510 |
| HMC |
0.3 |
0.195 |
0.068 |
0.029 |
4.401 |
| HMC |
0.5 |
0.192 |
0.109 |
0.095 |
0.886 |
| HMC |
0.9 |
0.167 |
0.099 |
0.128 |
0.536 |
| HMC |
0.95 |
0.119 |
0.068 |
0.037 |
1.385 |
| HMC |
0.99 |
0.120 |
0.047 |
0.040 |
1.829 |
| SMC |
0.0 |
0.233 |
0.050 |
0.039 |
4.631 |
| SMC |
0.3 |
0.231 |
0.068 |
0.029 |
5.659 |
| SMC |
0.5 |
0.214 |
0.109 |
0.095 |
1.111 |
| SMC |
0.9 |
0.539 |
0.099 |
0.128 |
3.431 |
| SMC |
0.95 |
0.206 |
0.068 |
0.037 |
3.756 |
| SMC |
0.99 |
0.113 |
0.047 |
0.040 |
1.650 |
| Metro |
0.0 |
0.238 |
0.050 |
0.039 |
4.762 |
| Metro |
0.3 |
0.199 |
0.068 |
0.029 |
4.536 |
| Metro |
0.5 |
0.182 |
0.109 |
0.095 |
0.776 |
| Metro |
0.9 |
0.196 |
0.099 |
0.128 |
0.762 |
| Metro |
0.95 |
0.295 |
0.068 |
0.037 |
6.189 |
| Metro |
0.99 |
2.310 |
0.047 |
0.040 |
56.649 |
| DEMetro_Z |
0.0 |
0.152 |
0.050 |
0.039 |
2.591 |
| DEMetro_Z |
0.3 |
0.205 |
0.068 |
0.029 |
4.752 |
| DEMetro_Z |
0.5 |
0.164 |
0.109 |
0.095 |
0.589 |
| DEMetro_Z |
0.9 |
0.196 |
0.099 |
0.128 |
0.755 |
| DEMetro_Z |
0.95 |
0.186 |
0.068 |
0.037 |
3.218 |
| DEMetro_Z |
0.99 |
0.199 |
0.047 |
0.040 |
3.784 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
-1.455 |
0.167 |
-0.377 |
| HMC |
0.3 |
1.265 |
0.226 |
3.263 |
| HMC |
0.5 |
-1.062 |
0.306 |
-0.274 |
| HMC |
0.9 |
-0.846 |
0.411 |
-0.220 |
| HMC |
0.95 |
0.608 |
0.551 |
0.484 |
| HMC |
0.99 |
0.699 |
0.491 |
0.319 |
| SMC |
0.0 |
-1.392 |
0.185 |
-0.361 |
| SMC |
0.3 |
1.521 |
0.144 |
0.932 |
| SMC |
0.5 |
-1.037 |
0.317 |
-0.268 |
| SMC |
0.9 |
-0.732 |
0.476 |
-0.189 |
| SMC |
0.95 |
0.453 |
0.656 |
0.342 |
| SMC |
0.99 |
0.752 |
0.458 |
0.268 |
| Metro |
0.0 |
-1.282 |
0.219 |
-0.338 |
| Metro |
0.3 |
0.938 |
0.358 |
0.488 |
| Metro |
0.5 |
-1.019 |
0.326 |
-0.263 |
| Metro |
0.9 |
-0.840 |
0.415 |
-0.218 |
| Metro |
0.95 |
0.333 |
0.743 |
0.232 |
| Metro |
0.99 |
1.498 |
0.156 |
10.229 |
| DEMetro_Z |
0.0 |
-1.428 |
0.175 |
-0.371 |
| DEMetro_Z |
0.3 |
3.540 |
0.0016 |
1.608 |
| DEMetro_Z |
0.5 |
-1.038 |
0.317 |
-0.268 |
| DEMetro_Z |
0.9 |
-0.839 |
0.415 |
-0.218 |
| DEMetro_Z |
0.95 |
0.464 |
0.648 |
0.374 |
| DEMetro_Z |
0.99 |
1.140 |
0.27 |
1.014 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0.0
|
-1.099
|
0.29
|
-0.284
|
| HMC_vs_SMC |
0.3
|
0.911
|
0.378
|
0.235
|
| HMC_vs_SMC |
0.5
|
-1.439
|
0.172
|
-0.371
|
| HMC_vs_SMC |
0.9
|
-1.290
|
0.218
|
-0.333
|
| HMC_vs_SMC |
0.95
|
0.895
|
0.386
|
0.231
|
| HMC_vs_SMC |
0.99
|
0.155
|
0.879
|
0.040
|
| Metro_vs_DEMetro_Z |
0.0
|
1.039
|
0.316
|
0.268
|
| Metro_vs_DEMetro_Z |
0.3
|
-4.022
|
0.00126
|
-1.039
|
| Metro_vs_DEMetro_Z |
0.5
|
0.810
|
0.431
|
0.209
|
| Metro_vs_DEMetro_Z |
0.9
|
-0.082
|
0.936
|
-0.021
|
| Metro_vs_DEMetro_Z |
0.95
|
-1.150
|
0.269
|
-0.297
|
| Metro_vs_DEMetro_Z |
0.99
|
1.326
|
0.206
|
0.342
|
| HMC_vs_Metro |
0.0
|
-1.154
|
0.268
|
-0.298
|
| HMC_vs_Metro |
0.3
|
1.064
|
0.305
|
0.275
|
| HMC_vs_Metro |
0.5
|
-2.180
|
0.0469
|
-0.563
|
| HMC_vs_Metro |
0.9
|
-0.397
|
0.697
|
-0.103
|
| HMC_vs_Metro |
0.95
|
1.849
|
0.0857
|
0.477
|
| HMC_vs_Metro |
0.99
|
-1.435
|
0.173
|
-0.371
|
| HMC_vs_DEMetro_Z |
0.0
|
-0.679
|
0.508
|
-0.175
|
| HMC_vs_DEMetro_Z |
0.3
|
0.648
|
0.527
|
0.167
|
| HMC_vs_DEMetro_Z |
0.5
|
-3.486
|
0.00363
|
-0.900
|
| HMC_vs_DEMetro_Z |
0.9
|
-0.478
|
0.64
|
-0.123
|
| HMC_vs_DEMetro_Z |
0.95
|
1.140
|
0.273
|
0.294
|
| HMC_vs_DEMetro_Z |
0.99
|
-0.828
|
0.422
|
-0.214
|
| Metro_vs_SMC |
0.0
|
0.579
|
0.572
|
0.149
|
| Metro_vs_SMC |
0.3
|
-0.936
|
0.365
|
-0.242
|
| Metro_vs_SMC |
0.5
|
0.696
|
0.498
|
0.180
|
| Metro_vs_SMC |
0.9
|
-1.266
|
0.226
|
-0.327
|
| Metro_vs_SMC |
0.95
|
-0.710
|
0.489
|
-0.183
|
| Metro_vs_SMC |
0.99
|
1.452
|
0.168
|
0.375
|
| DEMetro_Z_vs_SMC |
0.0
|
-0.697
|
0.497
|
-0.180
|
| DEMetro_Z_vs_SMC |
0.3
|
1.354
|
0.197
|
0.350
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.016
|
0.987
|
-0.004
|
| DEMetro_Z_vs_SMC |
0.9
|
-1.236
|
0.237
|
-0.319
|
| DEMetro_Z_vs_SMC |
0.95
|
0.227
|
0.823
|
0.059
|
| DEMetro_Z_vs_SMC |
0.99
|
0.848
|
0.411
|
0.219
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
4.677 |
22.041 |
46.008 |
-0.377 |
| HMC |
0.3 |
6.086 |
2.136 |
1.210 |
3.263 |
| HMC |
0.5 |
2.900 |
46.852 |
160.247 |
-0.274 |
| HMC |
0.9 |
13.055 |
71.206 |
264.663 |
-0.220 |
| HMC |
0.95 |
15.535 |
9.573 |
12.329 |
0.484 |
| HMC |
0.99 |
6.053 |
4.221 |
5.737 |
0.319 |
| SMC |
0.0 |
5.440 |
22.041 |
46.008 |
-0.361 |
| SMC |
0.3 |
3.265 |
2.136 |
1.210 |
0.932 |
| SMC |
0.5 |
3.920 |
46.852 |
160.247 |
-0.268 |
| SMC |
0.9 |
21.059 |
71.206 |
264.663 |
-0.189 |
| SMC |
0.95 |
13.786 |
9.573 |
12.329 |
0.342 |
| SMC |
0.99 |
5.761 |
4.221 |
5.737 |
0.268 |
| Metro |
0.0 |
6.485 |
22.041 |
46.008 |
-0.338 |
| Metro |
0.3 |
2.727 |
2.136 |
1.210 |
0.488 |
| Metro |
0.5 |
4.688 |
46.852 |
160.247 |
-0.263 |
| Metro |
0.9 |
13.470 |
71.206 |
264.663 |
-0.218 |
| Metro |
0.95 |
12.430 |
9.573 |
12.329 |
0.232 |
| Metro |
0.99 |
62.909 |
4.221 |
5.737 |
10.229 |
| DEMetro_Z |
0.0 |
4.987 |
22.041 |
46.008 |
-0.371 |
| DEMetro_Z |
0.3 |
4.082 |
2.136 |
1.210 |
1.608 |
| DEMetro_Z |
0.5 |
3.907 |
46.852 |
160.247 |
-0.268 |
| DEMetro_Z |
0.9 |
13.525 |
71.206 |
264.663 |
-0.218 |
| DEMetro_Z |
0.95 |
14.184 |
9.573 |
12.329 |
0.374 |
| DEMetro_Z |
0.99 |
10.041 |
4.221 |
5.737 |
1.014 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.430 |
0.000162 |
1.990 |
| HMC |
0.3 |
3.438 |
0.0037 |
5.069 |
| HMC |
0.5 |
2.794 |
0.00943 |
1.124 |
| HMC |
0.9 |
2.938 |
0.00654 |
1.085 |
| HMC |
0.95 |
2.585 |
0.0194 |
2.191 |
| HMC |
0.99 |
3.922 |
0.00126 |
4.282 |
| SMC |
0.0 |
4.447 |
0.000297 |
3.087 |
| SMC |
0.3 |
3.080 |
0.00794 |
6.862 |
| SMC |
0.5 |
3.069 |
0.00636 |
2.038 |
| SMC |
0.9 |
6.958 |
3.94e-06 |
8.146 |
| SMC |
0.95 |
5.970 |
2.79e-05 |
9.847 |
| SMC |
0.99 |
5.435 |
7.54e-05 |
9.498 |
| Metro |
0.0 |
3.544 |
0.00237 |
2.652 |
| Metro |
0.3 |
4.419 |
0.000468 |
5.202 |
| Metro |
0.5 |
3.553 |
0.00137 |
1.312 |
| Metro |
0.9 |
3.923 |
0.000534 |
1.563 |
| Metro |
0.95 |
3.555 |
0.00301 |
6.824 |
| Metro |
0.99 |
1.731 |
0.105 |
81.691 |
| DEMetro_Z |
0.0 |
5.000 |
2.78e-05 |
1.823 |
| DEMetro_Z |
0.3 |
5.932 |
2.43e-05 |
6.868 |
| DEMetro_Z |
0.5 |
4.776 |
5.9e-05 |
1.558 |
| DEMetro_Z |
0.9 |
4.498 |
0.000119 |
1.489 |
| DEMetro_Z |
0.95 |
5.298 |
6.36e-05 |
4.662 |
| DEMetro_Z |
0.99 |
3.758 |
0.00202 |
7.769 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0.0
|
1.157
|
0.267
|
0.299
|
| Metro_vs_DEMetro_Z |
0.3
|
-0.898
|
0.385
|
-0.232
|
| Metro_vs_DEMetro_Z |
0.5
|
-0.780
|
0.448
|
-0.201
|
| Metro_vs_DEMetro_Z |
0.9
|
0.188
|
0.854
|
0.048
|
| Metro_vs_DEMetro_Z |
0.95
|
1.113
|
0.284
|
0.287
|
| Metro_vs_DEMetro_Z |
0.99
|
1.563
|
0.14
|
0.404
|
| DEMetro_Z_vs_SMC |
0.0
|
-1.717
|
0.108
|
-0.443
|
| DEMetro_Z_vs_SMC |
0.3
|
0.003
|
0.998
|
0.001
|
| DEMetro_Z_vs_SMC |
0.5
|
-0.777
|
0.45
|
-0.201
|
| DEMetro_Z_vs_SMC |
0.9
|
-6.281
|
2.02e-05
|
-1.622
|
| DEMetro_Z_vs_SMC |
0.95
|
-2.953
|
0.0105
|
-0.762
|
| DEMetro_Z_vs_SMC |
0.99
|
-0.530
|
0.604
|
-0.137
|
| HMC_vs_DEMetro_Z |
0.0
|
0.343
|
0.737
|
0.089
|
| HMC_vs_DEMetro_Z |
0.3
|
-0.977
|
0.345
|
-0.252
|
| HMC_vs_DEMetro_Z |
0.5
|
-1.175
|
0.26
|
-0.303
|
| HMC_vs_DEMetro_Z |
0.9
|
-1.079
|
0.299
|
-0.279
|
| HMC_vs_DEMetro_Z |
0.95
|
-2.205
|
0.0447
|
-0.569
|
| HMC_vs_DEMetro_Z |
0.99
|
-1.812
|
0.0916
|
-0.468
|
| HMC_vs_Metro |
0.0
|
-0.819
|
0.427
|
-0.211
|
| HMC_vs_Metro |
0.3
|
-0.091
|
0.929
|
-0.023
|
| HMC_vs_Metro |
0.5
|
-0.603
|
0.556
|
-0.156
|
| HMC_vs_Metro |
0.9
|
-1.381
|
0.189
|
-0.357
|
| HMC_vs_Metro |
0.95
|
-2.636
|
0.0196
|
-0.681
|
| HMC_vs_Metro |
0.99
|
-1.659
|
0.119
|
-0.428
|
| HMC_vs_SMC |
0.0
|
-1.294
|
0.217
|
-0.334
|
| HMC_vs_SMC |
0.3
|
-0.692
|
0.5
|
-0.179
|
| HMC_vs_SMC |
0.5
|
-1.746
|
0.103
|
-0.451
|
| HMC_vs_SMC |
0.9
|
-5.805
|
4.56e-05
|
-1.499
|
| HMC_vs_SMC |
0.95
|
-7.121
|
5.16e-06
|
-1.839
|
| HMC_vs_SMC |
0.99
|
-2.402
|
0.0308
|
-0.620
|
| Metro_vs_SMC |
0.0
|
-0.590
|
0.565
|
-0.152
|
| Metro_vs_SMC |
0.3
|
-0.678
|
0.509
|
-0.175
|
| Metro_vs_SMC |
0.5
|
-1.112
|
0.285
|
-0.287
|
| Metro_vs_SMC |
0.9
|
-5.518
|
7.57e-05
|
-1.425
|
| Metro_vs_SMC |
0.95
|
-1.413
|
0.18
|
-0.365
|
| Metro_vs_SMC |
0.99
|
1.516
|
0.152
|
0.391
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.290 |
0.148 |
0.071 |
1.990 |
| HMC |
0.3 |
0.276 |
0.136 |
0.028 |
5.069 |
| HMC |
0.5 |
0.257 |
0.160 |
0.087 |
1.124 |
| HMC |
0.9 |
0.267 |
0.144 |
0.113 |
1.085 |
| HMC |
0.95 |
0.218 |
0.135 |
0.038 |
2.191 |
| HMC |
0.99 |
0.222 |
0.098 |
0.029 |
4.282 |
| SMC |
0.0 |
0.369 |
0.148 |
0.071 |
3.087 |
| SMC |
0.3 |
0.325 |
0.136 |
0.028 |
6.862 |
| SMC |
0.5 |
0.336 |
0.160 |
0.087 |
2.038 |
| SMC |
0.9 |
1.066 |
0.144 |
0.113 |
8.146 |
| SMC |
0.95 |
0.508 |
0.135 |
0.038 |
9.847 |
| SMC |
0.99 |
0.373 |
0.098 |
0.029 |
9.498 |
| Metro |
0.0 |
0.338 |
0.148 |
0.071 |
2.652 |
| Metro |
0.3 |
0.280 |
0.136 |
0.028 |
5.202 |
| Metro |
0.5 |
0.274 |
0.160 |
0.087 |
1.312 |
| Metro |
0.9 |
0.321 |
0.144 |
0.113 |
1.563 |
| Metro |
0.95 |
0.394 |
0.135 |
0.038 |
6.824 |
| Metro |
0.99 |
2.459 |
0.098 |
0.029 |
81.691 |
| DEMetro_Z |
0.0 |
0.278 |
0.148 |
0.071 |
1.823 |
| DEMetro_Z |
0.3 |
0.325 |
0.136 |
0.028 |
6.868 |
| DEMetro_Z |
0.5 |
0.295 |
0.160 |
0.087 |
1.558 |
| DEMetro_Z |
0.9 |
0.313 |
0.144 |
0.113 |
1.489 |
| DEMetro_Z |
0.95 |
0.312 |
0.135 |
0.038 |
4.662 |
| DEMetro_Z |
0.99 |
0.323 |
0.098 |
0.029 |
7.769 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0.0 |
4.851 |
0.000186 |
5.198 |
| HMC |
0.3 |
4.496 |
0.000346 |
4.112 |
| HMC |
0.5 |
4.010 |
0.00106 |
4.480 |
| HMC |
0.9 |
4.560 |
0.000384 |
6.811 |
| HMC |
0.95 |
3.845 |
0.0013 |
3.181 |
| HMC |
0.99 |
3.751 |
0.00198 |
6.107 |
| SMC |
0.0 |
4.542 |
0.000397 |
6.722 |
| SMC |
0.3 |
2.423 |
0.0293 |
6.608 |
| SMC |
0.5 |
2.952 |
0.0102 |
5.786 |
| SMC |
0.9 |
7.123 |
5.08e-06 |
53.260 |
| SMC |
0.95 |
7.712 |
1.9e-06 |
22.899 |
| SMC |
0.99 |
7.183 |
4.34e-06 |
22.632 |
| Metro |
0.0 |
5.061 |
8.14e-05 |
3.660 |
| Metro |
0.3 |
2.758 |
0.0144 |
3.325 |
| Metro |
0.5 |
2.808 |
0.0118 |
2.118 |
| Metro |
0.9 |
6.823 |
6.02e-06 |
10.118 |
| Metro |
0.95 |
5.479 |
7.01e-05 |
9.847 |
| Metro |
0.99 |
3.560 |
0.00313 |
30.496 |
| DEMetro_Z |
0.0 |
5.245 |
5.61e-05 |
3.851 |
| DEMetro_Z |
0.3 |
4.604 |
0.000318 |
5.277 |
| DEMetro_Z |
0.5 |
5.638 |
2.16e-05 |
3.875 |
| DEMetro_Z |
0.9 |
6.442 |
1.05e-05 |
8.241 |
| DEMetro_Z |
0.95 |
5.793 |
3.51e-05 |
7.925 |
| DEMetro_Z |
0.99 |
6.516 |
1.04e-05 |
10.102 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0.0
|
-1.610
|
0.13
|
-0.416
|
| DEMetro_Z_vs_SMC |
0.3
|
-0.539
|
0.598
|
-0.139
|
| DEMetro_Z_vs_SMC |
0.5
|
-1.000
|
0.334
|
-0.258
|
| DEMetro_Z_vs_SMC |
0.9
|
-6.124
|
2.63e-05
|
-1.581
|
| DEMetro_Z_vs_SMC |
0.95
|
-4.581
|
0.000428
|
-1.183
|
| DEMetro_Z_vs_SMC |
0.99
|
-3.114
|
0.00762
|
-0.804
|
| HMC_vs_Metro |
0.0
|
1.277
|
0.222
|
0.330
|
| HMC_vs_Metro |
0.3
|
0.548
|
0.593
|
0.141
|
| HMC_vs_Metro |
0.5
|
1.616
|
0.128
|
0.417
|
| HMC_vs_Metro |
0.9
|
-1.530
|
0.148
|
-0.395
|
| HMC_vs_Metro |
0.95
|
-3.565
|
0.0031
|
-0.921
|
| HMC_vs_Metro |
0.99
|
-3.166
|
0.00687
|
-0.817
|
| Metro_vs_DEMetro_Z |
0.0
|
-0.173
|
0.865
|
-0.045
|
| Metro_vs_DEMetro_Z |
0.3
|
-1.076
|
0.3
|
-0.278
|
| Metro_vs_DEMetro_Z |
0.5
|
-2.149
|
0.0496
|
-0.555
|
| Metro_vs_DEMetro_Z |
0.9
|
0.839
|
0.416
|
0.217
|
| Metro_vs_DEMetro_Z |
0.95
|
0.750
|
0.466
|
0.194
|
| Metro_vs_DEMetro_Z |
0.99
|
2.386
|
0.0317
|
0.616
|
| HMC_vs_SMC |
0.0
|
-0.768
|
0.455
|
-0.198
|
| HMC_vs_SMC |
0.3
|
-0.811
|
0.431
|
-0.209
|
| HMC_vs_SMC |
0.5
|
-0.743
|
0.47
|
-0.192
|
| HMC_vs_SMC |
0.9
|
-5.630
|
6.2e-05
|
-1.454
|
| HMC_vs_SMC |
0.95
|
-6.903
|
7.29e-06
|
-1.782
|
| HMC_vs_SMC |
0.99
|
-4.365
|
0.000647
|
-1.127
|
| Metro_vs_SMC |
0.0
|
-2.027
|
0.0621
|
-0.523
|
| Metro_vs_SMC |
0.3
|
-1.125
|
0.28
|
-0.290
|
| Metro_vs_SMC |
0.5
|
-1.704
|
0.11
|
-0.440
|
| Metro_vs_SMC |
0.9
|
-5.353
|
0.000102
|
-1.382
|
| Metro_vs_SMC |
0.95
|
-4.412
|
0.000591
|
-1.139
|
| Metro_vs_SMC |
0.99
|
0.787
|
0.445
|
0.203
|
| HMC_vs_DEMetro_Z |
0.0
|
1.004
|
0.333
|
0.259
|
| HMC_vs_DEMetro_Z |
0.3
|
-0.823
|
0.424
|
-0.212
|
| HMC_vs_DEMetro_Z |
0.5
|
0.486
|
0.634
|
0.126
|
| HMC_vs_DEMetro_Z |
0.9
|
-0.655
|
0.523
|
-0.169
|
| HMC_vs_DEMetro_Z |
0.95
|
-3.079
|
0.00817
|
-0.795
|
| HMC_vs_DEMetro_Z |
0.99
|
-2.386
|
0.0317
|
-0.616
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0.0 |
0.037 |
0.010 |
0.005 |
5.198 |
| HMC |
0.3 |
0.034 |
0.014 |
0.005 |
4.112 |
| HMC |
0.5 |
0.040 |
0.013 |
0.006 |
4.480 |
| HMC |
0.9 |
0.039 |
0.014 |
0.004 |
6.811 |
| HMC |
0.95 |
0.028 |
0.014 |
0.004 |
3.181 |
| HMC |
0.99 |
0.033 |
0.012 |
0.003 |
6.107 |
| SMC |
0.0 |
0.045 |
0.010 |
0.005 |
6.722 |
| SMC |
0.3 |
0.046 |
0.014 |
0.005 |
6.608 |
| SMC |
0.5 |
0.048 |
0.013 |
0.006 |
5.786 |
| SMC |
0.9 |
0.212 |
0.014 |
0.004 |
53.260 |
| SMC |
0.95 |
0.115 |
0.014 |
0.004 |
22.899 |
| SMC |
0.99 |
0.091 |
0.012 |
0.003 |
22.632 |
| Metro |
0.0 |
0.029 |
0.010 |
0.005 |
3.660 |
| Metro |
0.3 |
0.030 |
0.014 |
0.005 |
3.325 |
| Metro |
0.5 |
0.026 |
0.013 |
0.006 |
2.118 |
| Metro |
0.9 |
0.051 |
0.014 |
0.004 |
10.118 |
| Metro |
0.95 |
0.058 |
0.014 |
0.004 |
9.847 |
| Metro |
0.99 |
0.118 |
0.012 |
0.003 |
30.496 |
| DEMetro_Z |
0.0 |
0.030 |
0.010 |
0.005 |
3.851 |
| DEMetro_Z |
0.3 |
0.039 |
0.014 |
0.005 |
5.277 |
| DEMetro_Z |
0.5 |
0.036 |
0.013 |
0.006 |
3.875 |
| DEMetro_Z |
0.9 |
0.044 |
0.014 |
0.004 |
8.241 |
| DEMetro_Z |
0.95 |
0.049 |
0.014 |
0.004 |
7.925 |
| DEMetro_Z |
0.99 |
0.047 |
0.012 |
0.003 |
10.102 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
0.0
0.3
0.5
0.9
0.95
0.99
Chain
0.0
0.3
0.5
0.9
0.95
0.99
Vary_Dimension_with_Corr_and_Tails
(MvStudentT,
dimension,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
2.450 |
0.0214 |
1.066 |
| HMC |
3 |
1.360 |
0.185 |
0.563 |
| HMC |
5 |
1.165 |
0.255 |
0.509 |
| HMC |
8 |
2.402 |
0.0299 |
3.672 |
| HMC |
15 |
4.483 |
0.000313 |
3.523 |
| HMC |
30 |
2.125 |
0.0518 |
10.644 |
| SMC |
2 |
-0.688 |
0.498 |
-0.216 |
| SMC |
3 |
1.226 |
0.232 |
0.562 |
| SMC |
5 |
3.258 |
0.00502 |
3.460 |
| SMC |
8 |
5.123 |
0.000149 |
16.597 |
| SMC |
15 |
4.401 |
0.00059 |
16.427 |
| SMC |
30 |
6.629 |
8.29e-06 |
9.662 |
| Metro |
2 |
4.329 |
0.000491 |
3.962 |
| Metro |
3 |
4.375 |
0.000598 |
9.901 |
| Metro |
5 |
2.441 |
0.0285 |
42.496 |
| Metro |
8 |
4.513 |
0.000486 |
77.361 |
| Metro |
15 |
3.312 |
0.00514 |
184.394 |
| Metro |
30 |
4.154 |
0.000974 |
3891.972 |
| DEMetro_Z |
2 |
2.063 |
0.0576 |
4.500 |
| DEMetro_Z |
3 |
2.536 |
0.0238 |
41.438 |
| DEMetro_Z |
5 |
5.764 |
4.9e-05 |
250.375 |
| DEMetro_Z |
8 |
4.585 |
0.000424 |
572.356 |
| DEMetro_Z |
15 |
9.565 |
1.62e-07 |
617.535 |
| DEMetro_Z |
30 |
6.918 |
7.12e-06 |
3297.933 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-1.667
|
0.118
|
-0.430
|
| HMC_vs_DEMetro_Z |
1
|
-2.498
|
0.0256
|
-0.645
|
| HMC_vs_DEMetro_Z |
2
|
-5.750
|
5.02e-05
|
-1.485
|
| HMC_vs_DEMetro_Z |
3
|
-4.563
|
0.000443
|
-1.178
|
| HMC_vs_DEMetro_Z |
4
|
-9.530
|
1.69e-07
|
-2.461
|
| HMC_vs_DEMetro_Z |
5
|
-6.868
|
7.71e-06
|
-1.773
|
| Metro_vs_SMC |
0
|
4.592
|
0.000419
|
1.186
|
| Metro_vs_SMC |
1
|
4.275
|
0.000769
|
1.104
|
| Metro_vs_SMC |
2
|
2.213
|
0.044
|
0.571
|
| Metro_vs_SMC |
3
|
3.465
|
0.00379
|
0.895
|
| Metro_vs_SMC |
4
|
2.957
|
0.0104
|
0.763
|
| Metro_vs_SMC |
5
|
4.142
|
0.000997
|
1.069
|
| Metro_vs_DEMetro_Z |
0
|
-0.210
|
0.837
|
-0.054
|
| Metro_vs_DEMetro_Z |
1
|
-1.864
|
0.0834
|
-0.481
|
| Metro_vs_DEMetro_Z |
2
|
-5.240
|
0.000125
|
-1.353
|
| Metro_vs_DEMetro_Z |
3
|
-4.222
|
0.000854
|
-1.090
|
| Metro_vs_DEMetro_Z |
4
|
-5.189
|
0.000137
|
-1.340
|
| Metro_vs_DEMetro_Z |
5
|
0.562
|
0.583
|
0.145
|
| HMC_vs_Metro |
0
|
-2.617
|
0.0203
|
-0.676
|
| HMC_vs_Metro |
1
|
-4.037
|
0.00122
|
-1.042
|
| HMC_vs_Metro |
2
|
-2.419
|
0.0298
|
-0.625
|
| HMC_vs_Metro |
3
|
-4.251
|
0.000806
|
-1.098
|
| HMC_vs_Metro |
4
|
-3.234
|
0.006
|
-0.835
|
| HMC_vs_Metro |
5
|
-4.135
|
0.00101
|
-1.068
|
| HMC_vs_SMC |
0
|
2.992
|
0.00971
|
0.772
|
| HMC_vs_SMC |
1
|
0.003
|
0.998
|
0.001
|
| HMC_vs_SMC |
2
|
-2.719
|
0.0166
|
-0.702
|
| HMC_vs_SMC |
3
|
-3.848
|
0.00178
|
-0.993
|
| HMC_vs_SMC |
4
|
-3.700
|
0.00238
|
-0.955
|
| HMC_vs_SMC |
5
|
0.190
|
0.852
|
0.049
|
| DEMetro_Z_vs_SMC |
0
|
2.117
|
0.0527
|
0.546
|
| DEMetro_Z_vs_SMC |
1
|
2.489
|
0.026
|
0.643
|
| DEMetro_Z_vs_SMC |
2
|
5.694
|
5.55e-05
|
1.470
|
| DEMetro_Z_vs_SMC |
3
|
4.478
|
0.000521
|
1.156
|
| DEMetro_Z_vs_SMC |
4
|
9.359
|
2.11e-07
|
2.416
|
| DEMetro_Z_vs_SMC |
5
|
6.889
|
7.45e-06
|
1.779
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.121 |
0.069 |
0.049 |
1.066 |
| HMC |
3 |
0.073 |
0.051 |
0.039 |
0.563 |
| HMC |
5 |
0.100 |
0.066 |
0.066 |
0.509 |
| HMC |
8 |
0.166 |
0.059 |
0.029 |
3.672 |
| HMC |
15 |
0.173 |
0.048 |
0.036 |
3.523 |
| HMC |
30 |
0.371 |
0.056 |
0.030 |
10.644 |
| SMC |
2 |
0.058 |
0.069 |
0.049 |
-0.216 |
| SMC |
3 |
0.073 |
0.051 |
0.039 |
0.562 |
| SMC |
5 |
0.294 |
0.066 |
0.066 |
3.460 |
| SMC |
8 |
0.542 |
0.059 |
0.029 |
16.597 |
| SMC |
15 |
0.632 |
0.048 |
0.036 |
16.427 |
| SMC |
30 |
0.342 |
0.056 |
0.030 |
9.662 |
| Metro |
2 |
0.264 |
0.069 |
0.049 |
3.962 |
| Metro |
3 |
0.433 |
0.051 |
0.039 |
9.901 |
| Metro |
5 |
2.869 |
0.066 |
0.066 |
42.496 |
| Metro |
8 |
2.309 |
0.059 |
0.029 |
77.361 |
| Metro |
15 |
6.609 |
0.048 |
0.036 |
184.394 |
| Metro |
30 |
115.325 |
0.056 |
0.030 |
3891.972 |
| DEMetro_Z |
2 |
0.290 |
0.069 |
0.049 |
4.500 |
| DEMetro_Z |
3 |
1.650 |
0.051 |
0.039 |
41.438 |
| DEMetro_Z |
5 |
16.580 |
0.066 |
0.066 |
250.375 |
| DEMetro_Z |
8 |
16.701 |
0.059 |
0.029 |
572.356 |
| DEMetro_Z |
15 |
22.021 |
0.048 |
0.036 |
617.535 |
| DEMetro_Z |
30 |
97.731 |
0.056 |
0.030 |
3297.933 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
0.634 |
0.532 |
0.297 |
| HMC |
3 |
0.347 |
0.731 |
0.110 |
| HMC |
5 |
-1.025 |
0.323 |
-0.265 |
| HMC |
8 |
1.341 |
0.199 |
1.391 |
| HMC |
15 |
2.232 |
0.0368 |
1.282 |
| HMC |
30 |
1.322 |
0.197 |
0.503 |
| SMC |
2 |
0.623 |
0.539 |
0.300 |
| SMC |
3 |
2.325 |
0.0308 |
1.416 |
| SMC |
5 |
0.148 |
0.885 |
0.038 |
| SMC |
8 |
19.459 |
2.8e-12 |
22.707 |
| SMC |
15 |
17.700 |
5.07e-11 |
82.045 |
| SMC |
30 |
20.790 |
6.15e-14 |
15.382 |
| Metro |
2 |
0.748 |
0.462 |
0.369 |
| Metro |
3 |
2.419 |
0.0224 |
0.927 |
| Metro |
5 |
1.162 |
0.263 |
1.748 |
| Metro |
8 |
2.760 |
0.0152 |
10.060 |
| Metro |
15 |
2.340 |
0.0346 |
128.679 |
| Metro |
30 |
2.629 |
0.0198 |
7839.763 |
| DEMetro_Z |
2 |
1.169 |
0.261 |
2.808 |
| DEMetro_Z |
3 |
3.214 |
0.00625 |
147.616 |
| DEMetro_Z |
5 |
4.915 |
0.000225 |
26.859 |
| DEMetro_Z |
8 |
5.712 |
5.37e-05 |
282.407 |
| DEMetro_Z |
15 |
6.491 |
1.42e-05 |
352.879 |
| DEMetro_Z |
30 |
11.192 |
2.28e-08 |
2217.405 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-0.029
|
0.977
|
-0.008
|
| HMC_vs_SMC |
1
|
-2.100
|
0.0543
|
-0.542
|
| HMC_vs_SMC |
2
|
-10.619
|
4.42e-08
|
-2.742
|
| HMC_vs_SMC |
3
|
-16.036
|
2.1e-10
|
-4.140
|
| HMC_vs_SMC |
4
|
-16.942
|
1.01e-10
|
-4.374
|
| HMC_vs_SMC |
5
|
-18.347
|
3.45e-11
|
-4.737
|
| Metro_vs_DEMetro_Z |
0
|
-1.017
|
0.326
|
-0.263
|
| Metro_vs_DEMetro_Z |
1
|
-3.195
|
0.00649
|
-0.825
|
| Metro_vs_DEMetro_Z |
2
|
-4.682
|
0.000353
|
-1.209
|
| Metro_vs_DEMetro_Z |
3
|
-5.563
|
6.99e-05
|
-1.436
|
| Metro_vs_DEMetro_Z |
4
|
-3.046
|
0.00872
|
-0.786
|
| Metro_vs_DEMetro_Z |
5
|
1.900
|
0.0783
|
0.490
|
| HMC_vs_Metro |
0
|
-1.254
|
0.23
|
-0.324
|
| HMC_vs_Metro |
1
|
-2.666
|
0.0184
|
-0.688
|
| HMC_vs_Metro |
2
|
-1.358
|
0.196
|
-0.351
|
| HMC_vs_Metro |
3
|
-2.223
|
0.0432
|
-0.574
|
| HMC_vs_Metro |
4
|
-2.324
|
0.0357
|
-0.600
|
| HMC_vs_Metro |
5
|
-2.628
|
0.0198
|
-0.679
|
| HMC_vs_DEMetro_Z |
0
|
-1.047
|
0.313
|
-0.270
|
| HMC_vs_DEMetro_Z |
1
|
-3.210
|
0.0063
|
-0.829
|
| HMC_vs_DEMetro_Z |
2
|
-4.967
|
0.000207
|
-1.282
|
| HMC_vs_DEMetro_Z |
3
|
-5.692
|
5.56e-05
|
-1.470
|
| HMC_vs_DEMetro_Z |
4
|
-6.462
|
1.49e-05
|
-1.668
|
| HMC_vs_DEMetro_Z |
5
|
-11.190
|
2.28e-08
|
-2.889
|
| Metro_vs_SMC |
0
|
1.043
|
0.315
|
0.269
|
| Metro_vs_SMC |
1
|
-0.803
|
0.435
|
-0.207
|
| Metro_vs_SMC |
2
|
1.156
|
0.267
|
0.298
|
| Metro_vs_SMC |
3
|
-3.450
|
0.0039
|
-0.891
|
| Metro_vs_SMC |
4
|
0.821
|
0.425
|
0.212
|
| Metro_vs_SMC |
5
|
2.624
|
0.02
|
0.677
|
| DEMetro_Z_vs_SMC |
0
|
1.046
|
0.313
|
0.270
|
| DEMetro_Z_vs_SMC |
1
|
3.177
|
0.00673
|
0.820
|
| DEMetro_Z_vs_SMC |
2
|
4.906
|
0.000232
|
1.267
|
| DEMetro_Z_vs_SMC |
3
|
5.225
|
0.000129
|
1.349
|
| DEMetro_Z_vs_SMC |
4
|
5.209
|
0.000132
|
1.345
|
| DEMetro_Z_vs_SMC |
5
|
11.123
|
2.46e-08
|
2.872
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
8.434 |
5.161 |
11.013 |
0.297 |
| HMC |
3 |
2.527 |
2.285 |
2.190 |
0.110 |
| HMC |
5 |
4.212 |
38.842 |
130.805 |
-0.265 |
| HMC |
8 |
12.087 |
4.219 |
5.656 |
1.391 |
| HMC |
15 |
6.473 |
2.615 |
3.008 |
1.282 |
| HMC |
30 |
12.120 |
6.295 |
11.576 |
0.503 |
| SMC |
2 |
8.461 |
5.161 |
11.013 |
0.300 |
| SMC |
3 |
5.386 |
2.285 |
2.190 |
1.416 |
| SMC |
5 |
43.852 |
38.842 |
130.805 |
0.038 |
| SMC |
8 |
132.657 |
4.219 |
5.656 |
22.707 |
| SMC |
15 |
249.434 |
2.615 |
3.008 |
82.045 |
| SMC |
30 |
184.356 |
6.295 |
11.576 |
15.382 |
| Metro |
2 |
9.229 |
5.161 |
11.013 |
0.369 |
| Metro |
3 |
4.314 |
2.285 |
2.190 |
0.927 |
| Metro |
5 |
267.434 |
38.842 |
130.805 |
1.748 |
| Metro |
8 |
61.121 |
4.219 |
5.656 |
10.060 |
| Metro |
15 |
389.728 |
2.615 |
3.008 |
128.679 |
| Metro |
30 |
90760.224 |
6.295 |
11.576 |
7839.763 |
| DEMetro_Z |
2 |
36.085 |
5.161 |
11.013 |
2.808 |
| DEMetro_Z |
3 |
325.541 |
2.285 |
2.190 |
147.616 |
| DEMetro_Z |
5 |
3552.137 |
38.842 |
130.805 |
26.859 |
| DEMetro_Z |
8 |
1601.587 |
4.219 |
5.656 |
282.407 |
| DEMetro_Z |
15 |
1064.199 |
2.615 |
3.008 |
352.879 |
| DEMetro_Z |
30 |
25675.212 |
6.295 |
11.576 |
2217.405 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
4.360 |
0.000264 |
2.382 |
| HMC |
3 |
4.882 |
8.81e-05 |
2.902 |
| HMC |
5 |
2.716 |
0.0114 |
0.907 |
| HMC |
8 |
3.423 |
0.00393 |
6.593 |
| HMC |
15 |
4.782 |
0.000275 |
11.595 |
| HMC |
30 |
4.025 |
0.00124 |
18.187 |
| SMC |
2 |
0.666 |
0.511 |
0.291 |
| SMC |
3 |
6.940 |
6.2e-06 |
18.430 |
| SMC |
5 |
20.473 |
3.63e-12 |
36.083 |
| SMC |
8 |
39.335 |
8.44e-16 |
191.603 |
| SMC |
15 |
27.505 |
1.36e-13 |
413.381 |
| SMC |
30 |
66.436 |
5.55e-19 |
335.428 |
| Metro |
2 |
6.598 |
8.42e-06 |
9.101 |
| Metro |
3 |
7.176 |
4.24e-06 |
18.773 |
| Metro |
5 |
2.557 |
0.0228 |
35.093 |
| Metro |
8 |
5.286 |
0.000115 |
100.051 |
| Metro |
15 |
4.739 |
0.000317 |
326.732 |
| Metro |
30 |
4.937 |
0.000219 |
5130.800 |
| DEMetro_Z |
2 |
2.261 |
0.0401 |
11.916 |
| DEMetro_Z |
3 |
5.103 |
0.000161 |
201.514 |
| DEMetro_Z |
5 |
8.580 |
6e-07 |
352.526 |
| DEMetro_Z |
8 |
9.512 |
1.73e-07 |
754.513 |
| DEMetro_Z |
15 |
14.032 |
1.23e-09 |
1062.374 |
| DEMetro_Z |
30 |
16.775 |
1.15e-10 |
5112.701 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-0.510
|
0.618
|
-0.132
|
| Metro_vs_DEMetro_Z |
1
|
-4.679
|
0.000355
|
-1.208
|
| Metro_vs_DEMetro_Z |
2
|
-7.584
|
2.54e-06
|
-1.958
|
| Metro_vs_DEMetro_Z |
3
|
-8.620
|
5.68e-07
|
-2.226
|
| Metro_vs_DEMetro_Z |
4
|
-7.438
|
3.16e-06
|
-1.921
|
| Metro_vs_DEMetro_Z |
5
|
0.017
|
0.987
|
0.004
|
| DEMetro_Z_vs_SMC |
0
|
2.162
|
0.0484
|
0.558
|
| DEMetro_Z_vs_SMC |
1
|
4.534
|
0.000467
|
1.171
|
| DEMetro_Z_vs_SMC |
2
|
7.573
|
2.58e-06
|
1.955
|
| DEMetro_Z_vs_SMC |
3
|
6.946
|
6.81e-06
|
1.793
|
| DEMetro_Z_vs_SMC |
4
|
8.612
|
5.75e-07
|
2.224
|
| DEMetro_Z_vs_SMC |
5
|
15.734
|
2.7e-10
|
4.062
|
| HMC_vs_DEMetro_Z |
0
|
-1.819
|
0.0904
|
-0.470
|
| HMC_vs_DEMetro_Z |
1
|
-5.031
|
0.000184
|
-1.299
|
| HMC_vs_DEMetro_Z |
2
|
-8.539
|
6.36e-07
|
-2.205
|
| HMC_vs_DEMetro_Z |
3
|
-9.453
|
1.87e-07
|
-2.441
|
| HMC_vs_DEMetro_Z |
4
|
-14.013
|
1.25e-09
|
-3.618
|
| HMC_vs_DEMetro_Z |
5
|
-16.717
|
1.2e-10
|
-4.316
|
| HMC_vs_Metro |
0
|
-4.742
|
0.000315
|
-1.224
|
| HMC_vs_Metro |
1
|
-6.242
|
2.16e-05
|
-1.612
|
| HMC_vs_Metro |
2
|
-2.489
|
0.026
|
-0.643
|
| HMC_vs_Metro |
3
|
-4.844
|
0.00026
|
-1.251
|
| HMC_vs_Metro |
4
|
-4.598
|
0.000414
|
-1.187
|
| HMC_vs_Metro |
5
|
-4.910
|
0.00023
|
-1.268
|
| HMC_vs_SMC |
0
|
3.744
|
0.00218
|
0.967
|
| HMC_vs_SMC |
1
|
-5.878
|
4.02e-05
|
-1.518
|
| HMC_vs_SMC |
2
|
-19.834
|
1.2e-11
|
-5.121
|
| HMC_vs_SMC |
3
|
-35.629
|
3.87e-15
|
-9.199
|
| HMC_vs_SMC |
4
|
-27.682
|
1.26e-13
|
-7.148
|
| HMC_vs_SMC |
5
|
-47.162
|
7.87e-17
|
-12.177
|
| Metro_vs_SMC |
0
|
7.215
|
4.46e-06
|
1.863
|
| Metro_vs_SMC |
1
|
0.113
|
0.912
|
0.029
|
| Metro_vs_SMC |
2
|
-0.075
|
0.942
|
-0.019
|
| Metro_vs_SMC |
3
|
-4.912
|
0.000229
|
-1.268
|
| Metro_vs_SMC |
4
|
-1.146
|
0.271
|
-0.296
|
| Metro_vs_SMC |
5
|
4.618
|
0.000399
|
1.192
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.185 |
0.111 |
0.031 |
2.382 |
| HMC |
3 |
0.165 |
0.094 |
0.024 |
2.902 |
| HMC |
5 |
0.204 |
0.124 |
0.088 |
0.907 |
| HMC |
8 |
0.321 |
0.104 |
0.033 |
6.593 |
| HMC |
15 |
0.373 |
0.090 |
0.024 |
11.595 |
| HMC |
30 |
0.603 |
0.103 |
0.027 |
18.187 |
| SMC |
2 |
0.120 |
0.111 |
0.031 |
0.291 |
| SMC |
3 |
0.541 |
0.094 |
0.024 |
18.430 |
| SMC |
5 |
3.309 |
0.124 |
0.088 |
36.083 |
| SMC |
8 |
6.421 |
0.104 |
0.033 |
191.603 |
| SMC |
15 |
10.200 |
0.090 |
0.024 |
413.381 |
| SMC |
30 |
9.323 |
0.103 |
0.027 |
335.428 |
| Metro |
2 |
0.396 |
0.111 |
0.031 |
9.101 |
| Metro |
3 |
0.549 |
0.094 |
0.024 |
18.773 |
| Metro |
5 |
3.222 |
0.124 |
0.088 |
35.093 |
| Metro |
8 |
3.403 |
0.104 |
0.033 |
100.051 |
| Metro |
15 |
8.080 |
0.090 |
0.024 |
326.732 |
| Metro |
30 |
141.136 |
0.103 |
0.027 |
5130.800 |
| DEMetro_Z |
2 |
0.484 |
0.111 |
0.031 |
11.916 |
| DEMetro_Z |
3 |
4.977 |
0.094 |
0.024 |
201.514 |
| DEMetro_Z |
5 |
31.241 |
0.124 |
0.088 |
352.526 |
| DEMetro_Z |
8 |
24.981 |
0.104 |
0.033 |
754.513 |
| DEMetro_Z |
15 |
26.072 |
0.090 |
0.024 |
1062.374 |
| DEMetro_Z |
30 |
140.638 |
0.103 |
0.027 |
5112.701 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
3.430 |
0.00257 |
1.975 |
| HMC |
3 |
3.968 |
0.00105 |
3.619 |
| HMC |
5 |
3.954 |
0.000842 |
2.554 |
| HMC |
8 |
5.614 |
3.55e-05 |
5.152 |
| HMC |
15 |
5.466 |
7.94e-05 |
17.413 |
| HMC |
30 |
6.925 |
6.71e-06 |
26.872 |
| SMC |
2 |
0.678 |
0.504 |
0.250 |
| SMC |
3 |
10.348 |
5.04e-08 |
26.409 |
| SMC |
5 |
38.224 |
5.41e-16 |
72.099 |
| SMC |
8 |
59.263 |
6.1e-19 |
95.764 |
| SMC |
15 |
88.226 |
1.88e-21 |
144.864 |
| SMC |
30 |
54.393 |
5.67e-18 |
138.469 |
| Metro |
2 |
6.579 |
9.9e-06 |
11.471 |
| Metro |
3 |
7.774 |
1.79e-06 |
27.947 |
| Metro |
5 |
9.014 |
3.18e-07 |
43.561 |
| Metro |
8 |
14.489 |
7.49e-10 |
72.372 |
| Metro |
15 |
14.681 |
6.63e-10 |
138.867 |
| Metro |
30 |
35.186 |
4.23e-15 |
220.927 |
| DEMetro_Z |
2 |
5.382 |
8.32e-05 |
9.406 |
| DEMetro_Z |
3 |
7.743 |
1.98e-06 |
71.891 |
| DEMetro_Z |
5 |
56.582 |
1.52e-18 |
98.588 |
| DEMetro_Z |
8 |
30.344 |
2.91e-14 |
118.503 |
| DEMetro_Z |
15 |
25.933 |
2.93e-13 |
182.583 |
| DEMetro_Z |
30 |
26.042 |
2.76e-13 |
177.736 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
5.061
|
0.000174
|
1.307
|
| DEMetro_Z_vs_SMC |
1
|
4.337
|
0.000684
|
1.120
|
| DEMetro_Z_vs_SMC |
2
|
12.570
|
5.14e-09
|
3.246
|
| DEMetro_Z_vs_SMC |
3
|
4.650
|
0.000375
|
1.201
|
| DEMetro_Z_vs_SMC |
4
|
4.806
|
0.000279
|
1.241
|
| DEMetro_Z_vs_SMC |
5
|
5.309
|
0.00011
|
1.371
|
| HMC_vs_Metro |
0
|
-4.977
|
0.000203
|
-1.285
|
| HMC_vs_Metro |
1
|
-7.525
|
2.77e-06
|
-1.943
|
| HMC_vs_Metro |
2
|
-8.489
|
6.82e-07
|
-2.192
|
| HMC_vs_Metro |
3
|
-12.543
|
5.29e-09
|
-3.239
|
| HMC_vs_Metro |
4
|
-14.343
|
9.19e-10
|
-3.703
|
| HMC_vs_Metro |
5
|
-28.597
|
8.08e-14
|
-7.384
|
| Metro_vs_DEMetro_Z |
0
|
0.937
|
0.365
|
0.242
|
| Metro_vs_DEMetro_Z |
1
|
-4.483
|
0.000516
|
-1.157
|
| Metro_vs_DEMetro_Z |
2
|
-10.065
|
8.62e-08
|
-2.599
|
| Metro_vs_DEMetro_Z |
3
|
-6.622
|
1.15e-05
|
-1.710
|
| Metro_vs_DEMetro_Z |
4
|
-4.151
|
0.000979
|
-1.072
|
| Metro_vs_DEMetro_Z |
5
|
5.424
|
8.96e-05
|
1.401
|
| HMC_vs_SMC |
0
|
2.454
|
0.0278
|
0.634
|
| HMC_vs_SMC |
1
|
-9.230
|
2.5e-07
|
-2.383
|
| HMC_vs_SMC |
2
|
-39.346
|
9.77e-16
|
-10.159
|
| HMC_vs_SMC |
3
|
-59.197
|
3.31e-18
|
-15.285
|
| HMC_vs_SMC |
4
|
-37.085
|
2.22e-15
|
-9.575
|
| HMC_vs_SMC |
5
|
-22.804
|
1.8e-12
|
-5.888
|
| Metro_vs_SMC |
0
|
6.397
|
1.66e-05
|
1.652
|
| Metro_vs_SMC |
1
|
0.450
|
0.659
|
0.116
|
| Metro_vs_SMC |
2
|
-5.392
|
9.49e-05
|
-1.392
|
| Metro_vs_SMC |
3
|
-4.580
|
0.000429
|
-1.182
|
| Metro_vs_SMC |
4
|
-0.593
|
0.562
|
-0.153
|
| Metro_vs_SMC |
5
|
12.245
|
7.21e-09
|
3.162
|
| HMC_vs_DEMetro_Z |
0
|
-4.261
|
0.00079
|
-1.100
|
| HMC_vs_DEMetro_Z |
1
|
-7.409
|
3.31e-06
|
-1.913
|
| HMC_vs_DEMetro_Z |
2
|
-51.144
|
2.54e-17
|
-13.205
|
| HMC_vs_DEMetro_Z |
3
|
-26.560
|
2.23e-13
|
-6.858
|
| HMC_vs_DEMetro_Z |
4
|
-22.004
|
2.94e-12
|
-5.681
|
| HMC_vs_DEMetro_Z |
5
|
-20.166
|
9.61e-12
|
-5.207
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.025 |
0.015 |
0.005 |
1.975 |
| HMC |
3 |
0.030 |
0.015 |
0.004 |
3.619 |
| HMC |
5 |
0.031 |
0.017 |
0.006 |
2.554 |
| HMC |
8 |
0.044 |
0.016 |
0.005 |
5.152 |
| HMC |
15 |
0.078 |
0.014 |
0.004 |
17.413 |
| HMC |
30 |
0.102 |
0.014 |
0.003 |
26.872 |
| SMC |
2 |
0.016 |
0.015 |
0.005 |
0.250 |
| SMC |
3 |
0.127 |
0.015 |
0.004 |
26.409 |
| SMC |
5 |
0.438 |
0.017 |
0.006 |
72.099 |
| SMC |
8 |
0.528 |
0.016 |
0.005 |
95.764 |
| SMC |
15 |
0.549 |
0.014 |
0.004 |
144.864 |
| SMC |
30 |
0.468 |
0.014 |
0.003 |
138.469 |
| Metro |
2 |
0.074 |
0.015 |
0.005 |
11.471 |
| Metro |
3 |
0.134 |
0.015 |
0.004 |
27.947 |
| Metro |
5 |
0.271 |
0.017 |
0.006 |
43.561 |
| Metro |
8 |
0.403 |
0.016 |
0.005 |
72.372 |
| Metro |
15 |
0.527 |
0.014 |
0.004 |
138.867 |
| Metro |
30 |
0.739 |
0.014 |
0.003 |
220.927 |
| DEMetro_Z |
2 |
0.064 |
0.015 |
0.005 |
9.406 |
| DEMetro_Z |
3 |
0.321 |
0.015 |
0.004 |
71.891 |
| DEMetro_Z |
5 |
0.592 |
0.017 |
0.006 |
98.588 |
| DEMetro_Z |
8 |
0.650 |
0.016 |
0.005 |
118.503 |
| DEMetro_Z |
15 |
0.688 |
0.014 |
0.004 |
182.583 |
| DEMetro_Z |
30 |
0.597 |
0.014 |
0.003 |
177.736 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
2.001 |
0.0575 |
1.020 |
| HMC |
3 |
2.030 |
0.0544 |
1.047 |
| HMC |
5 |
2.065 |
0.0507 |
1.067 |
| HMC |
8 |
2.327 |
0.0324 |
1.855 |
| HMC |
15 |
2.110 |
0.0529 |
4.901 |
| HMC |
30 |
2.357 |
0.0333 |
6.929 |
| SMC |
2 |
-0.773 |
0.447 |
-0.242 |
| SMC |
3 |
1.425 |
0.168 |
0.745 |
| SMC |
5 |
2.647 |
0.0179 |
3.031 |
| SMC |
8 |
3.179 |
0.00662 |
11.204 |
| SMC |
15 |
5.432 |
8.19e-05 |
13.518 |
| SMC |
30 |
5.245 |
0.000115 |
12.925 |
| Metro |
2 |
7.480 |
6.51e-07 |
5.472 |
| Metro |
3 |
3.355 |
0.00463 |
10.039 |
| Metro |
5 |
2.517 |
0.0245 |
9.569 |
| Metro |
8 |
2.813 |
0.0138 |
117.877 |
| Metro |
15 |
1.611 |
0.129 |
401.862 |
| Metro |
30 |
3.807 |
0.00192 |
3335.012 |
| DEMetro_Z |
2 |
2.716 |
0.0112 |
1.012 |
| DEMetro_Z |
3 |
3.048 |
0.00864 |
16.413 |
| DEMetro_Z |
5 |
4.104 |
0.00107 |
55.651 |
| DEMetro_Z |
8 |
5.439 |
8.72e-05 |
264.699 |
| DEMetro_Z |
15 |
5.379 |
9.72e-05 |
842.426 |
| DEMetro_Z |
30 |
4.745 |
0.000314 |
4363.670 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
0.013
|
0.99
|
0.003
|
| HMC_vs_DEMetro_Z |
1
|
-2.831
|
0.0133
|
-0.731
|
| HMC_vs_DEMetro_Z |
2
|
-4.004
|
0.00131
|
-1.034
|
| HMC_vs_DEMetro_Z |
3
|
-5.391
|
9.52e-05
|
-1.392
|
| HMC_vs_DEMetro_Z |
4
|
-5.343
|
0.000104
|
-1.380
|
| HMC_vs_DEMetro_Z |
5
|
-4.740
|
0.000316
|
-1.224
|
| Metro_vs_SMC |
0
|
8.351
|
8.27e-07
|
2.156
|
| Metro_vs_SMC |
1
|
3.139
|
0.00724
|
0.811
|
| Metro_vs_SMC |
2
|
2.258
|
0.0405
|
0.583
|
| Metro_vs_SMC |
3
|
2.508
|
0.0251
|
0.648
|
| Metro_vs_SMC |
4
|
1.554
|
0.142
|
0.401
|
| Metro_vs_SMC |
5
|
3.791
|
0.00199
|
0.979
|
| Metro_vs_DEMetro_Z |
0
|
5.895
|
3.9e-05
|
1.522
|
| Metro_vs_DEMetro_Z |
1
|
-1.398
|
0.184
|
-0.361
|
| Metro_vs_DEMetro_Z |
2
|
-3.448
|
0.00392
|
-0.890
|
| Metro_vs_DEMetro_Z |
3
|
-2.236
|
0.0422
|
-0.577
|
| Metro_vs_DEMetro_Z |
4
|
-1.287
|
0.219
|
-0.332
|
| Metro_vs_DEMetro_Z |
5
|
-0.797
|
0.439
|
-0.206
|
| HMC_vs_Metro |
0
|
-5.684
|
5.65e-05
|
-1.468
|
| HMC_vs_Metro |
1
|
-2.835
|
0.0132
|
-0.732
|
| HMC_vs_Metro |
2
|
-2.248
|
0.0412
|
-0.581
|
| HMC_vs_Metro |
3
|
-2.754
|
0.0155
|
-0.711
|
| HMC_vs_Metro |
4
|
-1.594
|
0.133
|
-0.412
|
| HMC_vs_Metro |
5
|
-3.799
|
0.00195
|
-0.981
|
| HMC_vs_SMC |
0
|
2.656
|
0.0188
|
0.686
|
| HMC_vs_SMC |
1
|
0.467
|
0.648
|
0.120
|
| HMC_vs_SMC |
2
|
-1.585
|
0.135
|
-0.409
|
| HMC_vs_SMC |
3
|
-2.704
|
0.0171
|
-0.698
|
| HMC_vs_SMC |
4
|
-2.732
|
0.0162
|
-0.705
|
| HMC_vs_SMC |
5
|
-1.816
|
0.0909
|
-0.469
|
| DEMetro_Z_vs_SMC |
0
|
4.205
|
0.000881
|
1.086
|
| DEMetro_Z_vs_SMC |
1
|
2.909
|
0.0114
|
0.751
|
| DEMetro_Z_vs_SMC |
2
|
3.883
|
0.00166
|
1.003
|
| DEMetro_Z_vs_SMC |
3
|
5.068
|
0.000172
|
1.308
|
| DEMetro_Z_vs_SMC |
4
|
5.328
|
0.000107
|
1.376
|
| DEMetro_Z_vs_SMC |
5
|
4.736
|
0.000319
|
1.223
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.119 |
0.069 |
0.049 |
1.020 |
| HMC |
3 |
0.092 |
0.051 |
0.039 |
1.047 |
| HMC |
5 |
0.137 |
0.066 |
0.066 |
1.067 |
| HMC |
8 |
0.113 |
0.059 |
0.029 |
1.855 |
| HMC |
15 |
0.222 |
0.048 |
0.036 |
4.901 |
| HMC |
30 |
0.261 |
0.056 |
0.030 |
6.929 |
| SMC |
2 |
0.057 |
0.069 |
0.049 |
-0.242 |
| SMC |
3 |
0.080 |
0.051 |
0.039 |
0.745 |
| SMC |
5 |
0.266 |
0.066 |
0.066 |
3.031 |
| SMC |
8 |
0.385 |
0.059 |
0.029 |
11.204 |
| SMC |
15 |
0.529 |
0.048 |
0.036 |
13.518 |
| SMC |
30 |
0.438 |
0.056 |
0.030 |
12.925 |
| Metro |
2 |
0.338 |
0.069 |
0.049 |
5.472 |
| Metro |
3 |
0.439 |
0.051 |
0.039 |
10.039 |
| Metro |
5 |
0.697 |
0.066 |
0.066 |
9.569 |
| Metro |
8 |
3.487 |
0.059 |
0.029 |
117.877 |
| Metro |
15 |
14.347 |
0.048 |
0.036 |
401.862 |
| Metro |
30 |
98.829 |
0.056 |
0.030 |
3335.012 |
| DEMetro_Z |
2 |
0.119 |
0.069 |
0.049 |
1.012 |
| DEMetro_Z |
3 |
0.685 |
0.051 |
0.039 |
16.413 |
| DEMetro_Z |
5 |
3.737 |
0.066 |
0.066 |
55.651 |
| DEMetro_Z |
8 |
7.756 |
0.059 |
0.029 |
264.699 |
| DEMetro_Z |
15 |
30.024 |
0.048 |
0.036 |
842.426 |
| DEMetro_Z |
30 |
129.295 |
0.056 |
0.030 |
4363.670 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
0.597 |
0.556 |
0.295 |
| HMC |
3 |
1.224 |
0.232 |
0.509 |
| HMC |
5 |
-0.987 |
0.34 |
-0.255 |
| HMC |
8 |
-0.477 |
0.64 |
-0.129 |
| HMC |
15 |
1.437 |
0.172 |
2.920 |
| HMC |
30 |
0.990 |
0.331 |
0.333 |
| SMC |
2 |
0.593 |
0.559 |
0.284 |
| SMC |
3 |
0.810 |
0.427 |
0.423 |
| SMC |
5 |
-0.178 |
0.861 |
-0.046 |
| SMC |
8 |
7.098 |
4.84e-06 |
19.190 |
| SMC |
15 |
19.449 |
1.46e-11 |
106.611 |
| SMC |
30 |
13.083 |
2.21e-09 |
29.239 |
| Metro |
2 |
0.802 |
0.43 |
0.381 |
| Metro |
3 |
1.225 |
0.233 |
0.630 |
| Metro |
5 |
-0.961 |
0.353 |
-0.248 |
| Metro |
8 |
1.102 |
0.289 |
22.993 |
| Metro |
15 |
1.062 |
0.306 |
622.557 |
| Metro |
30 |
1.501 |
0.156 |
2688.050 |
| DEMetro_Z |
2 |
0.832 |
0.414 |
0.402 |
| DEMetro_Z |
3 |
1.998 |
0.0655 |
59.253 |
| DEMetro_Z |
5 |
2.495 |
0.0246 |
3.257 |
| DEMetro_Z |
8 |
3.109 |
0.00769 |
93.470 |
| DEMetro_Z |
15 |
3.631 |
0.00272 |
75.266 |
| DEMetro_Z |
30 |
7.862 |
1.68e-06 |
576.404 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
0.257
|
0.801
|
0.066
|
| HMC_vs_SMC |
1
|
0.159
|
0.876
|
0.041
|
| HMC_vs_SMC |
2
|
-6.703
|
1.01e-05
|
-1.731
|
| HMC_vs_SMC |
3
|
-7.139
|
5.02e-06
|
-1.843
|
| HMC_vs_SMC |
4
|
-16.814
|
1.11e-10
|
-4.341
|
| HMC_vs_SMC |
5
|
-13.205
|
2.71e-09
|
-3.409
|
| Metro_vs_DEMetro_Z |
0
|
-0.290
|
0.776
|
-0.075
|
| Metro_vs_DEMetro_Z |
1
|
-1.985
|
0.0671
|
-0.513
|
| Metro_vs_DEMetro_Z |
2
|
-2.754
|
0.0155
|
-0.711
|
| Metro_vs_DEMetro_Z |
3
|
-1.793
|
0.0945
|
-0.463
|
| Metro_vs_DEMetro_Z |
4
|
0.942
|
0.362
|
0.243
|
| Metro_vs_DEMetro_Z |
5
|
1.170
|
0.262
|
0.302
|
| HMC_vs_Metro |
0
|
-0.937
|
0.364
|
-0.242
|
| HMC_vs_Metro |
1
|
-0.248
|
0.807
|
-0.064
|
| HMC_vs_Metro |
2
|
-0.362
|
0.723
|
-0.093
|
| HMC_vs_Metro |
3
|
-1.110
|
0.286
|
-0.287
|
| HMC_vs_Metro |
4
|
-1.057
|
0.308
|
-0.273
|
| HMC_vs_Metro |
5
|
-1.500
|
0.156
|
-0.387
|
| HMC_vs_DEMetro_Z |
0
|
-1.726
|
0.106
|
-0.446
|
| HMC_vs_DEMetro_Z |
1
|
-1.987
|
0.0669
|
-0.513
|
| HMC_vs_DEMetro_Z |
2
|
-2.746
|
0.0158
|
-0.709
|
| HMC_vs_DEMetro_Z |
3
|
-3.115
|
0.0076
|
-0.804
|
| HMC_vs_DEMetro_Z |
4
|
-3.630
|
0.00273
|
-0.937
|
| HMC_vs_DEMetro_Z |
5
|
-7.854
|
1.7e-06
|
-2.028
|
| Metro_vs_SMC |
0
|
0.998
|
0.335
|
0.258
|
| Metro_vs_SMC |
1
|
0.319
|
0.755
|
0.082
|
| Metro_vs_SMC |
2
|
-7.555
|
2.65e-06
|
-1.951
|
| Metro_vs_SMC |
3
|
0.184
|
0.857
|
0.048
|
| Metro_vs_SMC |
4
|
0.879
|
0.394
|
0.227
|
| Metro_vs_SMC |
5
|
1.483
|
0.16
|
0.383
|
| DEMetro_Z_vs_SMC |
0
|
1.990
|
0.0664
|
0.514
|
| DEMetro_Z_vs_SMC |
1
|
1.979
|
0.0678
|
0.511
|
| DEMetro_Z_vs_SMC |
2
|
2.572
|
0.0222
|
0.664
|
| DEMetro_Z_vs_SMC |
3
|
2.518
|
0.0246
|
0.650
|
| DEMetro_Z_vs_SMC |
4
|
-1.437
|
0.173
|
-0.371
|
| DEMetro_Z_vs_SMC |
5
|
7.401
|
3.35e-06
|
1.911
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
8.405 |
5.161 |
11.013 |
0.295 |
| HMC |
3 |
3.399 |
2.285 |
2.190 |
0.509 |
| HMC |
5 |
5.468 |
38.842 |
130.805 |
-0.255 |
| HMC |
8 |
3.491 |
4.219 |
5.656 |
-0.129 |
| HMC |
15 |
11.400 |
2.615 |
3.008 |
2.920 |
| HMC |
30 |
10.154 |
6.295 |
11.576 |
0.333 |
| SMC |
2 |
8.292 |
5.161 |
11.013 |
0.284 |
| SMC |
3 |
3.212 |
2.285 |
2.190 |
0.423 |
| SMC |
5 |
32.783 |
38.842 |
130.805 |
-0.046 |
| SMC |
8 |
112.760 |
4.219 |
5.656 |
19.190 |
| SMC |
15 |
323.337 |
2.615 |
3.008 |
106.611 |
| SMC |
30 |
344.772 |
6.295 |
11.576 |
29.239 |
| Metro |
2 |
9.354 |
5.161 |
11.013 |
0.381 |
| Metro |
3 |
3.665 |
2.285 |
2.190 |
0.630 |
| Metro |
5 |
6.343 |
38.842 |
130.805 |
-0.248 |
| Metro |
8 |
134.275 |
4.219 |
5.656 |
22.993 |
| Metro |
15 |
1875.488 |
2.615 |
3.008 |
622.557 |
| Metro |
30 |
31123.445 |
6.295 |
11.576 |
2688.050 |
| DEMetro_Z |
2 |
9.588 |
5.161 |
11.013 |
0.402 |
| DEMetro_Z |
3 |
132.040 |
2.285 |
2.190 |
59.253 |
| DEMetro_Z |
5 |
464.850 |
38.842 |
130.805 |
3.257 |
| DEMetro_Z |
8 |
532.911 |
4.219 |
5.656 |
93.470 |
| DEMetro_Z |
15 |
229.042 |
2.615 |
3.008 |
75.266 |
| DEMetro_Z |
30 |
6678.804 |
6.295 |
11.576 |
576.404 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
4.277 |
0.000345 |
2.453 |
| HMC |
3 |
4.296 |
0.000354 |
2.599 |
| HMC |
5 |
2.902 |
0.00762 |
1.306 |
| HMC |
8 |
5.092 |
4.88e-05 |
2.878 |
| HMC |
15 |
4.219 |
0.000817 |
10.081 |
| HMC |
30 |
4.781 |
0.000274 |
11.257 |
| SMC |
2 |
1.070 |
0.296 |
0.537 |
| SMC |
3 |
3.545 |
0.00317 |
10.928 |
| SMC |
5 |
13.512 |
1.36e-09 |
27.866 |
| SMC |
8 |
11.222 |
2.19e-08 |
178.823 |
| SMC |
15 |
37.826 |
1.65e-15 |
466.811 |
| SMC |
30 |
27.956 |
1.09e-13 |
452.052 |
| Metro |
2 |
8.914 |
1.93e-07 |
11.069 |
| Metro |
3 |
5.487 |
7.66e-05 |
17.944 |
| Metro |
5 |
3.812 |
0.00183 |
9.133 |
| Metro |
8 |
2.725 |
0.0164 |
99.330 |
| Metro |
15 |
1.680 |
0.115 |
535.409 |
| Metro |
30 |
3.915 |
0.00156 |
3211.924 |
| DEMetro_Z |
2 |
7.320 |
2.5e-07 |
3.867 |
| DEMetro_Z |
3 |
2.830 |
0.0134 |
62.814 |
| DEMetro_Z |
5 |
4.737 |
0.000318 |
74.075 |
| DEMetro_Z |
8 |
6.843 |
8.02e-06 |
369.084 |
| DEMetro_Z |
15 |
6.020 |
3.14e-05 |
1100.073 |
| DEMetro_Z |
30 |
6.181 |
2.39e-05 |
4450.883 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
5.893
|
3.91e-05
|
1.522
|
| Metro_vs_DEMetro_Z |
1
|
-2.069
|
0.0575
|
-0.534
|
| Metro_vs_DEMetro_Z |
2
|
-4.191
|
0.000906
|
-1.082
|
| Metro_vs_DEMetro_Z |
3
|
-4.454
|
0.000546
|
-1.150
|
| Metro_vs_DEMetro_Z |
4
|
-1.433
|
0.174
|
-0.370
|
| Metro_vs_DEMetro_Z |
5
|
-1.059
|
0.307
|
-0.274
|
| DEMetro_Z_vs_SMC |
0
|
6.087
|
2.8e-05
|
1.572
|
| DEMetro_Z_vs_SMC |
1
|
2.220
|
0.0435
|
0.573
|
| DEMetro_Z_vs_SMC |
2
|
2.827
|
0.0134
|
0.730
|
| DEMetro_Z_vs_SMC |
3
|
3.603
|
0.00288
|
0.930
|
| DEMetro_Z_vs_SMC |
4
|
3.456
|
0.00386
|
0.892
|
| DEMetro_Z_vs_SMC |
5
|
5.530
|
7.41e-05
|
1.428
|
| HMC_vs_DEMetro_Z |
0
|
-2.407
|
0.0305
|
-0.621
|
| HMC_vs_DEMetro_Z |
1
|
-2.725
|
0.0164
|
-0.704
|
| HMC_vs_DEMetro_Z |
2
|
-4.644
|
0.000379
|
-1.199
|
| HMC_vs_DEMetro_Z |
3
|
-6.774
|
8.96e-06
|
-1.749
|
| HMC_vs_DEMetro_Z |
4
|
-5.971
|
3.42e-05
|
-1.542
|
| HMC_vs_DEMetro_Z |
5
|
-6.167
|
2.45e-05
|
-1.592
|
| HMC_vs_Metro |
0
|
-6.502
|
1.4e-05
|
-1.679
|
| HMC_vs_Metro |
1
|
-4.579
|
0.000429
|
-1.182
|
| HMC_vs_Metro |
2
|
-3.160
|
0.00695
|
-0.816
|
| HMC_vs_Metro |
3
|
-2.639
|
0.0194
|
-0.681
|
| HMC_vs_Metro |
4
|
-1.649
|
0.121
|
-0.426
|
| HMC_vs_Metro |
5
|
-3.898
|
0.00161
|
-1.007
|
| HMC_vs_SMC |
0
|
6.829
|
8.2e-06
|
1.763
|
| HMC_vs_SMC |
1
|
-2.646
|
0.0192
|
-0.683
|
| HMC_vs_SMC |
2
|
-12.236
|
7.28e-09
|
-3.159
|
| HMC_vs_SMC |
3
|
-11.090
|
2.56e-08
|
-2.863
|
| HMC_vs_SMC |
4
|
-35.344
|
4.32e-15
|
-9.126
|
| HMC_vs_SMC |
5
|
-28.363
|
9.04e-14
|
-7.323
|
| Metro_vs_SMC |
0
|
9.125
|
2.87e-07
|
2.356
|
| Metro_vs_SMC |
1
|
1.990
|
0.0665
|
0.514
|
| Metro_vs_SMC |
2
|
-6.828
|
8.22e-06
|
-1.763
|
| Metro_vs_SMC |
3
|
-2.282
|
0.0386
|
-0.589
|
| Metro_vs_SMC |
4
|
0.214
|
0.834
|
0.055
|
| Metro_vs_SMC |
5
|
3.351
|
0.00476
|
0.865
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.187 |
0.111 |
0.031 |
2.453 |
| HMC |
3 |
0.157 |
0.094 |
0.024 |
2.599 |
| HMC |
5 |
0.239 |
0.124 |
0.088 |
1.306 |
| HMC |
8 |
0.199 |
0.104 |
0.033 |
2.878 |
| HMC |
15 |
0.336 |
0.090 |
0.024 |
10.081 |
| HMC |
30 |
0.413 |
0.103 |
0.027 |
11.257 |
| SMC |
2 |
0.127 |
0.111 |
0.031 |
0.537 |
| SMC |
3 |
0.359 |
0.094 |
0.024 |
10.928 |
| SMC |
5 |
2.584 |
0.124 |
0.088 |
27.866 |
| SMC |
8 |
6.000 |
0.104 |
0.033 |
178.823 |
| SMC |
15 |
11.506 |
0.090 |
0.024 |
466.811 |
| SMC |
30 |
12.529 |
0.103 |
0.027 |
452.052 |
| Metro |
2 |
0.457 |
0.111 |
0.031 |
11.069 |
| Metro |
3 |
0.529 |
0.094 |
0.024 |
17.944 |
| Metro |
5 |
0.930 |
0.124 |
0.088 |
9.133 |
| Metro |
8 |
3.379 |
0.104 |
0.033 |
99.330 |
| Metro |
15 |
13.184 |
0.090 |
0.024 |
535.409 |
| Metro |
30 |
88.391 |
0.103 |
0.027 |
3211.924 |
| DEMetro_Z |
2 |
0.232 |
0.111 |
0.031 |
3.867 |
| DEMetro_Z |
3 |
1.616 |
0.094 |
0.024 |
62.814 |
| DEMetro_Z |
5 |
6.663 |
0.124 |
0.088 |
74.075 |
| DEMetro_Z |
8 |
12.273 |
0.104 |
0.033 |
369.084 |
| DEMetro_Z |
15 |
26.994 |
0.090 |
0.024 |
1100.073 |
| DEMetro_Z |
30 |
122.447 |
0.103 |
0.027 |
4450.883 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
2.582 |
0.018 |
1.610 |
| HMC |
3 |
4.055 |
0.000645 |
2.533 |
| HMC |
5 |
4.958 |
5.57e-05 |
2.563 |
| HMC |
8 |
5.798 |
2.23e-05 |
4.923 |
| HMC |
15 |
7.618 |
1.69e-06 |
11.635 |
| HMC |
30 |
6.272 |
1.83e-05 |
14.643 |
| SMC |
2 |
1.124 |
0.274 |
0.661 |
| SMC |
3 |
4.605 |
0.000399 |
17.413 |
| SMC |
5 |
36.178 |
1.09e-15 |
65.153 |
| SMC |
8 |
26.428 |
1.93e-13 |
95.622 |
| SMC |
15 |
65.876 |
3.39e-19 |
158.048 |
| SMC |
30 |
67.474 |
2.35e-19 |
159.429 |
| Metro |
2 |
7.796 |
1.46e-06 |
14.933 |
| Metro |
3 |
12.136 |
4.82e-09 |
20.677 |
| Metro |
5 |
5.773 |
4.76e-05 |
36.419 |
| Metro |
8 |
8.070 |
1.22e-06 |
76.408 |
| Metro |
15 |
13.089 |
3.01e-09 |
161.946 |
| Metro |
30 |
23.564 |
1.13e-12 |
257.588 |
| DEMetro_Z |
2 |
6.436 |
2.63e-06 |
3.796 |
| DEMetro_Z |
3 |
4.197 |
0.000888 |
24.794 |
| DEMetro_Z |
5 |
13.689 |
1.58e-09 |
67.795 |
| DEMetro_Z |
8 |
17.896 |
4.59e-11 |
116.029 |
| DEMetro_Z |
15 |
21.599 |
3.72e-12 |
257.751 |
| DEMetro_Z |
30 |
18.574 |
2.89e-11 |
246.682 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
3.764
|
0.0021
|
0.972
|
| DEMetro_Z_vs_SMC |
1
|
0.973
|
0.347
|
0.251
|
| DEMetro_Z_vs_SMC |
2
|
0.420
|
0.681
|
0.109
|
| DEMetro_Z_vs_SMC |
3
|
2.655
|
0.0188
|
0.686
|
| DEMetro_Z_vs_SMC |
4
|
7.649
|
2.3e-06
|
1.975
|
| DEMetro_Z_vs_SMC |
5
|
6.397
|
1.66e-05
|
1.652
|
| HMC_vs_Metro |
0
|
-6.950
|
6.76e-06
|
-1.795
|
| HMC_vs_Metro |
1
|
-11.038
|
2.71e-08
|
-2.850
|
| HMC_vs_Metro |
2
|
-5.446
|
8.62e-05
|
-1.406
|
| HMC_vs_Metro |
3
|
-7.552
|
2.66e-06
|
-1.950
|
| HMC_vs_Metro |
4
|
-12.438
|
5.89e-09
|
-3.212
|
| HMC_vs_Metro |
5
|
-21.579
|
3.83e-12
|
-5.572
|
| Metro_vs_DEMetro_Z |
0
|
5.526
|
7.47e-05
|
1.427
|
| Metro_vs_DEMetro_Z |
1
|
-0.675
|
0.511
|
-0.174
|
| Metro_vs_DEMetro_Z |
2
|
-3.573
|
0.00306
|
-0.923
|
| Metro_vs_DEMetro_Z |
3
|
-3.451
|
0.0039
|
-0.891
|
| Metro_vs_DEMetro_Z |
4
|
-5.057
|
0.000175
|
-1.306
|
| Metro_vs_DEMetro_Z |
5
|
0.685
|
0.504
|
0.177
|
| HMC_vs_SMC |
0
|
1.055
|
0.309
|
0.272
|
| HMC_vs_SMC |
1
|
-3.870
|
0.0017
|
-0.999
|
| HMC_vs_SMC |
2
|
-32.991
|
1.12e-14
|
-8.518
|
| HMC_vs_SMC |
3
|
-23.659
|
1.09e-12
|
-6.109
|
| HMC_vs_SMC |
4
|
-59.439
|
3.13e-18
|
-15.347
|
| HMC_vs_SMC |
5
|
-47.242
|
7.68e-17
|
-12.198
|
| Metro_vs_SMC |
0
|
6.709
|
9.96e-06
|
1.732
|
| Metro_vs_SMC |
1
|
0.824
|
0.424
|
0.213
|
| Metro_vs_SMC |
2
|
-4.360
|
0.000653
|
-1.126
|
| Metro_vs_SMC |
3
|
-2.130
|
0.0514
|
-0.550
|
| Metro_vs_SMC |
4
|
0.334
|
0.743
|
0.086
|
| Metro_vs_SMC |
5
|
9.546
|
1.66e-07
|
2.465
|
| HMC_vs_DEMetro_Z |
0
|
-3.383
|
0.00446
|
-0.873
|
| HMC_vs_DEMetro_Z |
1
|
-3.804
|
0.00194
|
-0.982
|
| HMC_vs_DEMetro_Z |
2
|
-13.076
|
3.08e-09
|
-3.376
|
| HMC_vs_DEMetro_Z |
3
|
-16.444
|
1.5e-10
|
-4.246
|
| HMC_vs_DEMetro_Z |
4
|
-20.190
|
9.46e-12
|
-5.213
|
| HMC_vs_DEMetro_Z |
5
|
-16.476
|
1.46e-10
|
-4.254
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.023 |
0.015 |
0.005 |
1.610 |
| HMC |
3 |
0.026 |
0.015 |
0.004 |
2.533 |
| HMC |
5 |
0.032 |
0.017 |
0.006 |
2.563 |
| HMC |
8 |
0.043 |
0.016 |
0.005 |
4.923 |
| HMC |
15 |
0.057 |
0.014 |
0.004 |
11.635 |
| HMC |
30 |
0.062 |
0.014 |
0.003 |
14.643 |
| SMC |
2 |
0.018 |
0.015 |
0.005 |
0.661 |
| SMC |
3 |
0.089 |
0.015 |
0.004 |
17.413 |
| SMC |
5 |
0.397 |
0.017 |
0.006 |
65.153 |
| SMC |
8 |
0.527 |
0.016 |
0.005 |
95.622 |
| SMC |
15 |
0.597 |
0.014 |
0.004 |
158.048 |
| SMC |
30 |
0.537 |
0.014 |
0.003 |
159.429 |
| Metro |
2 |
0.092 |
0.015 |
0.005 |
14.933 |
| Metro |
3 |
0.103 |
0.015 |
0.004 |
20.677 |
| Metro |
5 |
0.229 |
0.017 |
0.006 |
36.419 |
| Metro |
8 |
0.425 |
0.016 |
0.005 |
76.408 |
| Metro |
15 |
0.612 |
0.014 |
0.004 |
161.946 |
| Metro |
30 |
0.860 |
0.014 |
0.003 |
257.588 |
| DEMetro_Z |
2 |
0.034 |
0.015 |
0.005 |
3.796 |
| DEMetro_Z |
3 |
0.121 |
0.015 |
0.004 |
24.794 |
| DEMetro_Z |
5 |
0.413 |
0.017 |
0.006 |
67.795 |
| DEMetro_Z |
8 |
0.637 |
0.016 |
0.005 |
116.029 |
| DEMetro_Z |
15 |
0.965 |
0.014 |
0.004 |
257.751 |
| DEMetro_Z |
30 |
0.824 |
0.014 |
0.003 |
246.682 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Vary_Dimension_with_Corr_and_MM
(Mixture,
dimension,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
6.644 |
1.08e-05 |
35.516 |
| HMC |
3 |
5.614 |
5.89e-05 |
13.951 |
| HMC |
5 |
5.717 |
4.64e-05 |
11.086 |
| HMC |
8 |
4.563 |
0.000385 |
7.013 |
| HMC |
15 |
2.966 |
0.0098 |
5.042 |
| HMC |
30 |
4.336 |
0.000638 |
8.863 |
| SMC |
2 |
-0.328 |
0.746 |
-0.147 |
| SMC |
3 |
-1.410 |
0.173 |
-0.413 |
| SMC |
5 |
-1.902 |
0.0724 |
-0.535 |
| SMC |
8 |
0.194 |
0.848 |
0.068 |
| SMC |
15 |
0.608 |
0.548 |
0.221 |
| SMC |
30 |
-0.866 |
0.395 |
-0.265 |
| Metro |
2 |
5.658 |
5.07e-05 |
10.304 |
| Metro |
3 |
4.748 |
0.000263 |
6.874 |
| Metro |
5 |
5.150 |
0.000142 |
17.697 |
| Metro |
8 |
7.911 |
1.4e-06 |
22.483 |
| Metro |
15 |
6.712 |
8.9e-06 |
16.946 |
| Metro |
30 |
6.194 |
2.31e-05 |
47.963 |
| DEMetro_Z |
2 |
4.180 |
0.000914 |
18.590 |
| DEMetro_Z |
3 |
3.801 |
0.00194 |
50.143 |
| DEMetro_Z |
5 |
6.228 |
2.21e-05 |
241.484 |
| DEMetro_Z |
8 |
12.135 |
8.09e-09 |
401.153 |
| DEMetro_Z |
15 |
18.008 |
4.42e-11 |
451.586 |
| DEMetro_Z |
30 |
30.364 |
3.5e-14 |
566.333 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
2.888
|
0.0119
|
0.746
|
| HMC_vs_DEMetro_Z |
1
|
-2.614
|
0.0204
|
-0.675
|
| HMC_vs_DEMetro_Z |
2
|
-5.971
|
3.42e-05
|
-1.542
|
| HMC_vs_DEMetro_Z |
3
|
-11.993
|
9.43e-09
|
-3.096
|
| HMC_vs_DEMetro_Z |
4
|
-17.551
|
6.27e-11
|
-4.532
|
| HMC_vs_DEMetro_Z |
5
|
-29.956
|
4.26e-14
|
-7.735
|
| Metro_vs_SMC |
0
|
5.447
|
8.6e-05
|
1.406
|
| Metro_vs_SMC |
1
|
5.144
|
0.000149
|
1.328
|
| Metro_vs_SMC |
2
|
5.252
|
0.000122
|
1.356
|
| Metro_vs_SMC |
3
|
7.785
|
1.88e-06
|
2.010
|
| Metro_vs_SMC |
4
|
6.534
|
1.33e-05
|
1.687
|
| Metro_vs_SMC |
5
|
6.250
|
2.13e-05
|
1.614
|
| Metro_vs_DEMetro_Z |
0
|
-1.760
|
0.1
|
-0.454
|
| Metro_vs_DEMetro_Z |
1
|
-3.267
|
0.00562
|
-0.844
|
| Metro_vs_DEMetro_Z |
2
|
-5.627
|
6.24e-05
|
-1.453
|
| Metro_vs_DEMetro_Z |
3
|
-11.233
|
2.17e-08
|
-2.900
|
| Metro_vs_DEMetro_Z |
4
|
-17.312
|
7.53e-11
|
-4.470
|
| Metro_vs_DEMetro_Z |
5
|
-30.333
|
3.58e-14
|
-7.832
|
| HMC_vs_Metro |
0
|
4.152
|
0.000978
|
1.072
|
| HMC_vs_Metro |
1
|
2.144
|
0.05
|
0.554
|
| HMC_vs_Metro |
2
|
-1.553
|
0.143
|
-0.401
|
| HMC_vs_Metro |
3
|
-4.773
|
0.000297
|
-1.232
|
| HMC_vs_Metro |
4
|
-3.688
|
0.00243
|
-0.952
|
| HMC_vs_Metro |
5
|
-4.962
|
0.000209
|
-1.281
|
| HMC_vs_SMC |
0
|
6.681
|
1.04e-05
|
1.725
|
| HMC_vs_SMC |
1
|
5.844
|
4.26e-05
|
1.509
|
| HMC_vs_SMC |
2
|
6.071
|
2.88e-05
|
1.568
|
| HMC_vs_SMC |
3
|
4.575
|
0.000432
|
1.181
|
| HMC_vs_SMC |
4
|
2.742
|
0.0159
|
0.708
|
| HMC_vs_SMC |
5
|
4.570
|
0.000437
|
1.180
|
| DEMetro_Z_vs_SMC |
0
|
4.156
|
0.00097
|
1.073
|
| DEMetro_Z_vs_SMC |
1
|
3.820
|
0.00187
|
0.986
|
| DEMetro_Z_vs_SMC |
2
|
6.249
|
2.13e-05
|
1.613
|
| DEMetro_Z_vs_SMC |
3
|
12.089
|
8.5e-09
|
3.121
|
| DEMetro_Z_vs_SMC |
4
|
18.062
|
4.26e-11
|
4.664
|
| DEMetro_Z_vs_SMC |
5
|
30.531
|
3.27e-14
|
7.883
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.375 |
0.025 |
0.010 |
35.516 |
| HMC |
3 |
0.273 |
0.027 |
0.018 |
13.951 |
| HMC |
5 |
0.182 |
0.024 |
0.014 |
11.086 |
| HMC |
8 |
0.111 |
0.022 |
0.013 |
7.013 |
| HMC |
15 |
0.082 |
0.019 |
0.013 |
5.042 |
| HMC |
30 |
0.122 |
0.019 |
0.012 |
8.863 |
| SMC |
2 |
0.024 |
0.025 |
0.010 |
-0.147 |
| SMC |
3 |
0.019 |
0.027 |
0.018 |
-0.413 |
| SMC |
5 |
0.017 |
0.024 |
0.014 |
-0.535 |
| SMC |
8 |
0.023 |
0.022 |
0.013 |
0.068 |
| SMC |
15 |
0.022 |
0.019 |
0.013 |
0.221 |
| SMC |
30 |
0.016 |
0.019 |
0.012 |
-0.265 |
| Metro |
2 |
0.127 |
0.025 |
0.010 |
10.304 |
| Metro |
3 |
0.148 |
0.027 |
0.018 |
6.874 |
| Metro |
5 |
0.277 |
0.024 |
0.014 |
17.697 |
| Metro |
8 |
0.308 |
0.022 |
0.013 |
22.483 |
| Metro |
15 |
0.232 |
0.019 |
0.013 |
16.946 |
| Metro |
30 |
0.579 |
0.019 |
0.012 |
47.963 |
| DEMetro_Z |
2 |
0.208 |
0.025 |
0.010 |
18.590 |
| DEMetro_Z |
3 |
0.912 |
0.027 |
0.018 |
50.143 |
| DEMetro_Z |
5 |
3.469 |
0.024 |
0.014 |
241.484 |
| DEMetro_Z |
8 |
5.124 |
0.022 |
0.013 |
401.153 |
| DEMetro_Z |
15 |
5.680 |
0.019 |
0.013 |
451.586 |
| DEMetro_Z |
30 |
6.629 |
0.019 |
0.012 |
566.333 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
3.360 |
0.00455 |
8.505 |
| HMC |
3 |
3.356 |
0.00455 |
7.506 |
| HMC |
5 |
3.502 |
0.00317 |
4.543 |
| HMC |
8 |
3.510 |
0.00217 |
2.080 |
| HMC |
15 |
4.594 |
0.000275 |
4.070 |
| HMC |
30 |
4.530 |
0.000331 |
4.320 |
| SMC |
2 |
-1.677 |
0.106 |
-0.530 |
| SMC |
3 |
-1.173 |
0.252 |
-0.366 |
| SMC |
5 |
0.227 |
0.822 |
0.086 |
| SMC |
8 |
0.615 |
0.543 |
0.222 |
| SMC |
15 |
-1.067 |
0.297 |
-0.316 |
| SMC |
30 |
-1.124 |
0.271 |
-0.400 |
| Metro |
2 |
4.340 |
0.000549 |
5.093 |
| Metro |
3 |
4.505 |
0.00042 |
6.313 |
| Metro |
5 |
5.516 |
6.71e-05 |
10.780 |
| Metro |
8 |
5.678 |
4.89e-05 |
10.287 |
| Metro |
15 |
5.745 |
4.71e-05 |
15.327 |
| Metro |
30 |
3.178 |
0.0067 |
39.723 |
| DEMetro_Z |
2 |
3.060 |
0.00728 |
2.761 |
| DEMetro_Z |
3 |
2.295 |
0.0377 |
944.003 |
| DEMetro_Z |
5 |
5.191 |
0.000137 |
5050.263 |
| DEMetro_Z |
8 |
9.882 |
1.08e-07 |
4672.679 |
| DEMetro_Z |
15 |
18.490 |
3.11e-11 |
7239.402 |
| DEMetro_Z |
30 |
24.824 |
5.65e-13 |
8634.720 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
3.596
|
0.00292
|
0.929
|
| HMC_vs_SMC |
1
|
3.520
|
0.0034
|
0.909
|
| HMC_vs_SMC |
2
|
3.260
|
0.00569
|
0.842
|
| HMC_vs_SMC |
3
|
2.944
|
0.0107
|
0.760
|
| HMC_vs_SMC |
4
|
5.427
|
8.92e-05
|
1.401
|
| HMC_vs_SMC |
5
|
4.719
|
0.000329
|
1.219
|
| Metro_vs_DEMetro_Z |
0
|
1.861
|
0.0839
|
0.480
|
| Metro_vs_DEMetro_Z |
1
|
-2.280
|
0.0388
|
-0.589
|
| Metro_vs_DEMetro_Z |
2
|
-5.177
|
0.00014
|
-1.337
|
| Metro_vs_DEMetro_Z |
3
|
-9.846
|
1.13e-07
|
-2.542
|
| Metro_vs_DEMetro_Z |
4
|
-18.374
|
3.38e-11
|
-4.744
|
| Metro_vs_DEMetro_Z |
5
|
-24.665
|
6.17e-13
|
-6.369
|
| HMC_vs_Metro |
0
|
1.442
|
0.171
|
0.372
|
| HMC_vs_Metro |
1
|
0.432
|
0.673
|
0.111
|
| HMC_vs_Metro |
2
|
-2.467
|
0.0271
|
-0.637
|
| HMC_vs_Metro |
3
|
-4.749
|
0.000311
|
-1.226
|
| HMC_vs_Metro |
4
|
-3.855
|
0.00175
|
-0.995
|
| HMC_vs_Metro |
5
|
-2.745
|
0.0158
|
-0.709
|
| HMC_vs_DEMetro_Z |
0
|
2.500
|
0.0255
|
0.645
|
| HMC_vs_DEMetro_Z |
1
|
-2.273
|
0.0393
|
-0.587
|
| HMC_vs_DEMetro_Z |
2
|
-5.188
|
0.000138
|
-1.339
|
| HMC_vs_DEMetro_Z |
3
|
-9.882
|
1.08e-07
|
-2.552
|
| HMC_vs_DEMetro_Z |
4
|
-18.498
|
3.09e-11
|
-4.776
|
| HMC_vs_DEMetro_Z |
5
|
-24.837
|
5.61e-13
|
-6.413
|
| Metro_vs_SMC |
0
|
4.964
|
0.000208
|
1.282
|
| Metro_vs_SMC |
1
|
5.052
|
0.000177
|
1.304
|
| Metro_vs_SMC |
2
|
5.278
|
0.000117
|
1.363
|
| Metro_vs_SMC |
3
|
5.683
|
5.65e-05
|
1.467
|
| Metro_vs_SMC |
4
|
5.869
|
4.08e-05
|
1.515
|
| Metro_vs_SMC |
5
|
3.248
|
0.00583
|
0.839
|
| DEMetro_Z_vs_SMC |
0
|
3.576
|
0.00304
|
0.923
|
| DEMetro_Z_vs_SMC |
1
|
2.296
|
0.0376
|
0.593
|
| DEMetro_Z_vs_SMC |
2
|
5.192
|
0.000137
|
1.341
|
| DEMetro_Z_vs_SMC |
3
|
9.879
|
1.09e-07
|
2.551
|
| DEMetro_Z_vs_SMC |
4
|
18.489
|
3.11e-11
|
4.774
|
| DEMetro_Z_vs_SMC |
5
|
24.827
|
5.64e-13
|
6.410
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.275 |
0.054 |
0.026 |
8.505 |
| HMC |
3 |
0.197 |
0.038 |
0.021 |
7.506 |
| HMC |
5 |
0.133 |
0.035 |
0.022 |
4.543 |
| HMC |
8 |
0.082 |
0.031 |
0.025 |
2.080 |
| HMC |
15 |
0.110 |
0.030 |
0.020 |
4.070 |
| HMC |
30 |
0.124 |
0.034 |
0.021 |
4.320 |
| SMC |
2 |
0.040 |
0.054 |
0.026 |
-0.530 |
| SMC |
3 |
0.031 |
0.038 |
0.021 |
-0.366 |
| SMC |
5 |
0.036 |
0.035 |
0.022 |
0.086 |
| SMC |
8 |
0.036 |
0.031 |
0.025 |
0.222 |
| SMC |
15 |
0.024 |
0.030 |
0.020 |
-0.316 |
| SMC |
30 |
0.026 |
0.034 |
0.021 |
-0.400 |
| Metro |
2 |
0.186 |
0.054 |
0.026 |
5.093 |
| Metro |
3 |
0.172 |
0.038 |
0.021 |
6.313 |
| Metro |
5 |
0.267 |
0.035 |
0.022 |
10.780 |
| Metro |
8 |
0.285 |
0.031 |
0.025 |
10.287 |
| Metro |
15 |
0.334 |
0.030 |
0.020 |
15.327 |
| Metro |
30 |
0.863 |
0.034 |
0.021 |
39.723 |
| DEMetro_Z |
2 |
0.126 |
0.054 |
0.026 |
2.761 |
| DEMetro_Z |
3 |
19.987 |
0.038 |
0.021 |
944.003 |
| DEMetro_Z |
5 |
108.841 |
0.035 |
0.022 |
5050.263 |
| DEMetro_Z |
8 |
115.326 |
0.031 |
0.025 |
4672.679 |
| DEMetro_Z |
15 |
143.536 |
0.030 |
0.020 |
7239.402 |
| DEMetro_Z |
30 |
180.220 |
0.034 |
0.021 |
8634.720 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
6.120 |
2.61e-05 |
36.822 |
| HMC |
3 |
5.943 |
3.42e-05 |
19.810 |
| HMC |
5 |
6.310 |
1.67e-05 |
13.308 |
| HMC |
8 |
5.175 |
0.000119 |
8.251 |
| HMC |
15 |
3.783 |
0.00192 |
7.711 |
| HMC |
30 |
5.804 |
4.2e-05 |
14.479 |
| SMC |
2 |
-0.805 |
0.427 |
-0.314 |
| SMC |
3 |
-1.094 |
0.286 |
-0.320 |
| SMC |
5 |
-1.687 |
0.108 |
-0.469 |
| SMC |
8 |
0.846 |
0.405 |
0.286 |
| SMC |
15 |
0.644 |
0.525 |
0.220 |
| SMC |
30 |
-2.255 |
0.0359 |
-0.637 |
| Metro |
2 |
7.418 |
2.39e-06 |
11.876 |
| Metro |
3 |
6.075 |
2.43e-05 |
11.378 |
| Metro |
5 |
6.548 |
1.23e-05 |
23.130 |
| Metro |
8 |
8.001 |
1.27e-06 |
27.723 |
| Metro |
15 |
10.437 |
4.45e-08 |
25.672 |
| Metro |
30 |
7.523 |
2.76e-06 |
86.928 |
| DEMetro_Z |
2 |
4.203 |
0.000874 |
19.516 |
| DEMetro_Z |
3 |
3.311 |
0.00515 |
113.535 |
| DEMetro_Z |
5 |
13.258 |
2.57e-09 |
699.730 |
| DEMetro_Z |
8 |
16.560 |
1.36e-10 |
866.542 |
| DEMetro_Z |
15 |
35.197 |
4.57e-15 |
1170.314 |
| DEMetro_Z |
30 |
49.740 |
3.74e-17 |
1645.802 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-1.624
|
0.127
|
-0.419
|
| Metro_vs_DEMetro_Z |
1
|
-2.987
|
0.0098
|
-0.771
|
| Metro_vs_DEMetro_Z |
2
|
-13.172
|
2.8e-09
|
-3.401
|
| Metro_vs_DEMetro_Z |
3
|
-15.972
|
2.21e-10
|
-4.124
|
| Metro_vs_DEMetro_Z |
4
|
-34.290
|
6.58e-15
|
-8.854
|
| Metro_vs_DEMetro_Z |
5
|
-45.705
|
1.22e-16
|
-11.801
|
| DEMetro_Z_vs_SMC |
0
|
4.269
|
0.000779
|
1.102
|
| DEMetro_Z_vs_SMC |
1
|
3.320
|
0.00506
|
0.857
|
| DEMetro_Z_vs_SMC |
2
|
13.269
|
2.55e-09
|
3.426
|
| DEMetro_Z_vs_SMC |
3
|
16.517
|
1.41e-10
|
4.265
|
| DEMetro_Z_vs_SMC |
4
|
35.099
|
4.76e-15
|
9.063
|
| DEMetro_Z_vs_SMC |
5
|
49.789
|
3.7e-17
|
12.855
|
| HMC_vs_DEMetro_Z |
0
|
2.623
|
0.02
|
0.677
|
| HMC_vs_DEMetro_Z |
1
|
-2.651
|
0.019
|
-0.685
|
| HMC_vs_DEMetro_Z |
2
|
-13.134
|
2.91e-09
|
-3.391
|
| HMC_vs_DEMetro_Z |
3
|
-16.593
|
1.33e-10
|
-4.284
|
| HMC_vs_DEMetro_Z |
4
|
-35.507
|
4.06e-15
|
-9.168
|
| HMC_vs_DEMetro_Z |
5
|
-47.225
|
7.72e-17
|
-12.193
|
| HMC_vs_Metro |
0
|
3.899
|
0.0016
|
1.007
|
| HMC_vs_Metro |
1
|
2.047
|
0.0599
|
0.529
|
| HMC_vs_Metro |
2
|
-2.186
|
0.0463
|
-0.564
|
| HMC_vs_Metro |
3
|
-5.342
|
0.000104
|
-1.379
|
| HMC_vs_Metro |
4
|
-4.911
|
0.000229
|
-1.268
|
| HMC_vs_Metro |
5
|
-6.032
|
3.08e-05
|
-1.558
|
| HMC_vs_SMC |
0
|
6.186
|
2.37e-05
|
1.597
|
| HMC_vs_SMC |
1
|
6.071
|
2.88e-05
|
1.567
|
| HMC_vs_SMC |
2
|
6.470
|
1.47e-05
|
1.671
|
| HMC_vs_SMC |
3
|
4.921
|
0.000225
|
1.271
|
| HMC_vs_SMC |
4
|
3.564
|
0.00311
|
0.920
|
| HMC_vs_SMC |
5
|
6.042
|
3.03e-05
|
1.560
|
| Metro_vs_SMC |
0
|
7.169
|
4.79e-06
|
1.851
|
| Metro_vs_SMC |
1
|
6.289
|
1.99e-05
|
1.624
|
| Metro_vs_SMC |
2
|
6.778
|
8.9e-06
|
1.750
|
| Metro_vs_SMC |
3
|
7.771
|
1.92e-06
|
2.007
|
| Metro_vs_SMC |
4
|
10.499
|
5.09e-08
|
2.711
|
| Metro_vs_SMC |
5
|
7.590
|
2.51e-06
|
1.960
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.343 |
0.037 |
0.008 |
36.822 |
| HMC |
3 |
0.241 |
0.032 |
0.011 |
19.810 |
| HMC |
5 |
0.161 |
0.030 |
0.010 |
13.308 |
| HMC |
8 |
0.103 |
0.026 |
0.009 |
8.251 |
| HMC |
15 |
0.085 |
0.025 |
0.008 |
7.711 |
| HMC |
30 |
0.120 |
0.026 |
0.006 |
14.479 |
| SMC |
2 |
0.034 |
0.037 |
0.008 |
-0.314 |
| SMC |
3 |
0.028 |
0.032 |
0.011 |
-0.320 |
| SMC |
5 |
0.025 |
0.030 |
0.010 |
-0.469 |
| SMC |
8 |
0.028 |
0.026 |
0.009 |
0.286 |
| SMC |
15 |
0.027 |
0.025 |
0.008 |
0.220 |
| SMC |
30 |
0.022 |
0.026 |
0.006 |
-0.637 |
| Metro |
2 |
0.135 |
0.037 |
0.008 |
11.876 |
| Metro |
3 |
0.152 |
0.032 |
0.011 |
11.378 |
| Metro |
5 |
0.258 |
0.030 |
0.010 |
23.130 |
| Metro |
8 |
0.286 |
0.026 |
0.009 |
27.723 |
| Metro |
15 |
0.226 |
0.025 |
0.008 |
25.672 |
| Metro |
30 |
0.585 |
0.026 |
0.006 |
86.928 |
| DEMetro_Z |
2 |
0.199 |
0.037 |
0.008 |
19.516 |
| DEMetro_Z |
3 |
1.233 |
0.032 |
0.011 |
113.535 |
| DEMetro_Z |
5 |
6.941 |
0.030 |
0.010 |
699.730 |
| DEMetro_Z |
8 |
8.162 |
0.026 |
0.009 |
866.542 |
| DEMetro_Z |
15 |
9.213 |
0.025 |
0.008 |
1170.314 |
| DEMetro_Z |
30 |
10.606 |
0.026 |
0.006 |
1645.802 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
6.322 |
1.86e-05 |
40.488 |
| HMC |
3 |
5.785 |
4.51e-05 |
19.328 |
| HMC |
5 |
5.559 |
6.56e-05 |
14.671 |
| HMC |
8 |
5.093 |
0.000149 |
10.736 |
| HMC |
15 |
3.580 |
0.00292 |
9.045 |
| HMC |
30 |
7.827 |
1.3e-06 |
13.101 |
| SMC |
2 |
-0.878 |
0.389 |
-0.408 |
| SMC |
3 |
-1.537 |
0.138 |
-0.459 |
| SMC |
5 |
-1.341 |
0.193 |
-0.408 |
| SMC |
8 |
1.233 |
0.228 |
0.475 |
| SMC |
15 |
0.605 |
0.55 |
0.234 |
| SMC |
30 |
-2.536 |
0.0185 |
-0.764 |
| Metro |
2 |
6.745 |
7.04e-06 |
10.401 |
| Metro |
3 |
6.052 |
2.29e-05 |
8.939 |
| Metro |
5 |
7.624 |
2.07e-06 |
18.339 |
| Metro |
8 |
10.124 |
6.6e-08 |
25.300 |
| Metro |
15 |
10.287 |
5.47e-08 |
26.749 |
| Metro |
30 |
8.741 |
4.72e-07 |
65.629 |
| DEMetro_Z |
2 |
4.217 |
0.000851 |
19.675 |
| DEMetro_Z |
3 |
7.477 |
2.79e-06 |
26.018 |
| DEMetro_Z |
5 |
39.521 |
5.11e-16 |
97.568 |
| DEMetro_Z |
8 |
45.456 |
7.06e-17 |
112.942 |
| DEMetro_Z |
15 |
56.465 |
2.27e-18 |
114.280 |
| DEMetro_Z |
30 |
61.965 |
4.72e-19 |
114.088 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
4.286
|
0.000754
|
1.107
|
| DEMetro_Z_vs_SMC |
1
|
7.536
|
2.73e-06
|
1.946
|
| DEMetro_Z_vs_SMC |
2
|
40.247
|
7.13e-16
|
10.392
|
| DEMetro_Z_vs_SMC |
3
|
46.124
|
1.07e-16
|
11.909
|
| DEMetro_Z_vs_SMC |
4
|
60.040
|
2.72e-18
|
15.502
|
| DEMetro_Z_vs_SMC |
5
|
62.775
|
1.46e-18
|
16.209
|
| HMC_vs_Metro |
0
|
4.672
|
0.00036
|
1.206
|
| HMC_vs_Metro |
1
|
2.610
|
0.0206
|
0.674
|
| HMC_vs_Metro |
2
|
-1.008
|
0.331
|
-0.260
|
| HMC_vs_Metro |
3
|
-5.903
|
3.85e-05
|
-1.524
|
| HMC_vs_Metro |
4
|
-4.133
|
0.00102
|
-1.067
|
| HMC_vs_Metro |
5
|
-6.912
|
7.19e-06
|
-1.785
|
| Metro_vs_DEMetro_Z |
0
|
-2.042
|
0.0605
|
-0.527
|
| Metro_vs_DEMetro_Z |
1
|
-4.278
|
0.000766
|
-1.105
|
| Metro_vs_DEMetro_Z |
2
|
-26.490
|
2.32e-13
|
-6.840
|
| Metro_vs_DEMetro_Z |
3
|
-21.802
|
3.33e-12
|
-5.629
|
| Metro_vs_DEMetro_Z |
4
|
-28.185
|
9.86e-14
|
-7.277
|
| Metro_vs_DEMetro_Z |
5
|
-6.380
|
1.71e-05
|
-1.647
|
| HMC_vs_SMC |
0
|
6.342
|
1.82e-05
|
1.637
|
| HMC_vs_SMC |
1
|
5.983
|
3.35e-05
|
1.545
|
| HMC_vs_SMC |
2
|
5.561
|
7.02e-05
|
1.436
|
| HMC_vs_SMC |
3
|
4.698
|
0.000342
|
1.213
|
| HMC_vs_SMC |
4
|
3.409
|
0.00423
|
0.880
|
| HMC_vs_SMC |
5
|
8.084
|
1.21e-06
|
2.087
|
| Metro_vs_SMC |
0
|
6.470
|
1.47e-05
|
1.670
|
| Metro_vs_SMC |
1
|
6.391
|
1.68e-05
|
1.650
|
| Metro_vs_SMC |
2
|
8.059
|
1.26e-06
|
2.081
|
| Metro_vs_SMC |
3
|
9.750
|
1.28e-07
|
2.518
|
| Metro_vs_SMC |
4
|
10.320
|
6.32e-08
|
2.665
|
| Metro_vs_SMC |
5
|
8.871
|
4.03e-07
|
2.290
|
| HMC_vs_DEMetro_Z |
0
|
2.964
|
0.0103
|
0.765
|
| HMC_vs_DEMetro_Z |
1
|
-1.231
|
0.239
|
-0.318
|
| HMC_vs_DEMetro_Z |
2
|
-28.199
|
9.79e-14
|
-7.281
|
| HMC_vs_DEMetro_Z |
3
|
-35.977
|
3.38e-15
|
-9.289
|
| HMC_vs_DEMetro_Z |
4
|
-31.644
|
2e-14
|
-8.170
|
| HMC_vs_DEMetro_Z |
5
|
-53.430
|
1.38e-17
|
-13.796
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.166 |
0.015 |
0.004 |
40.488 |
| HMC |
3 |
0.142 |
0.015 |
0.007 |
19.328 |
| HMC |
5 |
0.112 |
0.015 |
0.007 |
14.671 |
| HMC |
8 |
0.072 |
0.014 |
0.005 |
10.736 |
| HMC |
15 |
0.058 |
0.014 |
0.005 |
9.045 |
| HMC |
30 |
0.080 |
0.016 |
0.005 |
13.101 |
| SMC |
2 |
0.014 |
0.015 |
0.004 |
-0.408 |
| SMC |
3 |
0.012 |
0.015 |
0.007 |
-0.459 |
| SMC |
5 |
0.013 |
0.015 |
0.007 |
-0.408 |
| SMC |
8 |
0.016 |
0.014 |
0.005 |
0.475 |
| SMC |
15 |
0.015 |
0.014 |
0.005 |
0.234 |
| SMC |
30 |
0.012 |
0.016 |
0.005 |
-0.764 |
| Metro |
2 |
0.054 |
0.015 |
0.004 |
10.401 |
| Metro |
3 |
0.074 |
0.015 |
0.007 |
8.939 |
| Metro |
5 |
0.136 |
0.015 |
0.007 |
18.339 |
| Metro |
8 |
0.152 |
0.014 |
0.005 |
25.300 |
| Metro |
15 |
0.146 |
0.014 |
0.005 |
26.749 |
| Metro |
30 |
0.336 |
0.016 |
0.005 |
65.629 |
| DEMetro_Z |
2 |
0.089 |
0.015 |
0.004 |
19.675 |
| DEMetro_Z |
3 |
0.186 |
0.015 |
0.007 |
26.018 |
| DEMetro_Z |
5 |
0.659 |
0.015 |
0.007 |
97.568 |
| DEMetro_Z |
8 |
0.630 |
0.014 |
0.005 |
112.942 |
| DEMetro_Z |
15 |
0.579 |
0.014 |
0.005 |
114.280 |
| DEMetro_Z |
30 |
0.573 |
0.016 |
0.005 |
114.088 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
6.078 |
2.82e-05 |
48.497 |
| HMC |
3 |
4.543 |
0.000448 |
16.030 |
| HMC |
5 |
6.024 |
2.93e-05 |
17.723 |
| HMC |
8 |
8.304 |
7.19e-07 |
17.700 |
| HMC |
15 |
6.403 |
1.32e-05 |
10.898 |
| HMC |
30 |
8.692 |
2.92e-07 |
11.605 |
| SMC |
2 |
0.965 |
0.344 |
0.422 |
| SMC |
3 |
-1.783 |
0.0905 |
-0.501 |
| SMC |
5 |
-0.996 |
0.328 |
-0.325 |
| SMC |
8 |
-0.801 |
0.43 |
-0.283 |
| SMC |
15 |
0.664 |
0.512 |
0.266 |
| SMC |
30 |
-0.097 |
0.923 |
-0.040 |
| Metro |
2 |
4.010 |
0.00126 |
13.142 |
| Metro |
3 |
3.384 |
0.00397 |
4.027 |
| Metro |
5 |
4.965 |
0.000199 |
15.170 |
| Metro |
8 |
3.830 |
0.00183 |
25.168 |
| Metro |
15 |
3.693 |
0.0024 |
33.373 |
| Metro |
30 |
6.165 |
2.43e-05 |
48.765 |
| DEMetro_Z |
2 |
3.680 |
0.00246 |
23.382 |
| DEMetro_Z |
3 |
3.366 |
0.0046 |
22.138 |
| DEMetro_Z |
5 |
5.224 |
0.000129 |
506.615 |
| DEMetro_Z |
8 |
5.454 |
8.49e-05 |
503.052 |
| DEMetro_Z |
15 |
21.340 |
4.45e-12 |
712.889 |
| DEMetro_Z |
30 |
31.370 |
2.25e-14 |
1027.769 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
4.501
|
0.000498
|
1.162
|
| HMC_vs_DEMetro_Z |
1
|
-0.773
|
0.452
|
-0.200
|
| HMC_vs_DEMetro_Z |
2
|
-5.083
|
0.000167
|
-1.313
|
| HMC_vs_DEMetro_Z |
3
|
-5.223
|
0.000129
|
-1.349
|
| HMC_vs_DEMetro_Z |
4
|
-20.897
|
5.93e-12
|
-5.396
|
| HMC_vs_DEMetro_Z |
5
|
-31.451
|
2.17e-14
|
-8.121
|
| Metro_vs_SMC |
0
|
3.636
|
0.0027
|
0.939
|
| Metro_vs_SMC |
1
|
4.059
|
0.00117
|
1.048
|
| Metro_vs_SMC |
2
|
5.085
|
0.000166
|
1.313
|
| Metro_vs_SMC |
3
|
3.825
|
0.00186
|
0.988
|
| Metro_vs_SMC |
4
|
3.706
|
0.00235
|
0.957
|
| Metro_vs_SMC |
5
|
6.211
|
2.27e-05
|
1.604
|
| Metro_vs_DEMetro_Z |
0
|
-1.246
|
0.233
|
-0.322
|
| Metro_vs_DEMetro_Z |
1
|
-2.790
|
0.0145
|
-0.720
|
| Metro_vs_DEMetro_Z |
2
|
-5.000
|
0.000194
|
-1.291
|
| Metro_vs_DEMetro_Z |
3
|
-5.031
|
0.000184
|
-1.299
|
| Metro_vs_DEMetro_Z |
4
|
-18.403
|
3.31e-11
|
-4.752
|
| Metro_vs_DEMetro_Z |
5
|
-28.496
|
8.48e-14
|
-7.358
|
| HMC_vs_Metro |
0
|
3.614
|
0.00282
|
0.933
|
| HMC_vs_Metro |
1
|
3.713
|
0.00232
|
0.959
|
| HMC_vs_Metro |
2
|
0.601
|
0.557
|
0.155
|
| HMC_vs_Metro |
3
|
-1.156
|
0.267
|
-0.298
|
| HMC_vs_Metro |
4
|
-2.480
|
0.0265
|
-0.640
|
| HMC_vs_Metro |
5
|
-4.562
|
0.000443
|
-1.178
|
| HMC_vs_SMC |
0
|
6.129
|
2.61e-05
|
1.583
|
| HMC_vs_SMC |
1
|
4.773
|
0.000297
|
1.232
|
| HMC_vs_SMC |
2
|
6.110
|
2.7e-05
|
1.577
|
| HMC_vs_SMC |
3
|
8.269
|
9.29e-07
|
2.135
|
| HMC_vs_SMC |
4
|
6.424
|
1.59e-05
|
1.659
|
| HMC_vs_SMC |
5
|
8.594
|
5.9e-07
|
2.219
|
| DEMetro_Z_vs_SMC |
0
|
3.666
|
0.00254
|
0.947
|
| DEMetro_Z_vs_SMC |
1
|
3.457
|
0.00385
|
0.893
|
| DEMetro_Z_vs_SMC |
2
|
5.228
|
0.000128
|
1.350
|
| DEMetro_Z_vs_SMC |
3
|
5.455
|
8.48e-05
|
1.408
|
| DEMetro_Z_vs_SMC |
4
|
21.263
|
4.68e-12
|
5.490
|
| DEMetro_Z_vs_SMC |
5
|
31.179
|
2.45e-14
|
8.050
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.503 |
0.025 |
0.010 |
48.497 |
| HMC |
3 |
0.310 |
0.027 |
0.018 |
16.030 |
| HMC |
5 |
0.277 |
0.024 |
0.014 |
17.723 |
| HMC |
8 |
0.247 |
0.022 |
0.013 |
17.700 |
| HMC |
15 |
0.156 |
0.019 |
0.013 |
10.898 |
| HMC |
30 |
0.154 |
0.019 |
0.012 |
11.605 |
| SMC |
2 |
0.030 |
0.025 |
0.010 |
0.422 |
| SMC |
3 |
0.018 |
0.027 |
0.018 |
-0.501 |
| SMC |
5 |
0.020 |
0.024 |
0.014 |
-0.325 |
| SMC |
8 |
0.018 |
0.022 |
0.013 |
-0.283 |
| SMC |
15 |
0.023 |
0.019 |
0.013 |
0.266 |
| SMC |
30 |
0.018 |
0.019 |
0.012 |
-0.040 |
| Metro |
2 |
0.155 |
0.025 |
0.010 |
13.142 |
| Metro |
3 |
0.098 |
0.027 |
0.018 |
4.027 |
| Metro |
5 |
0.241 |
0.024 |
0.014 |
15.170 |
| Metro |
8 |
0.342 |
0.022 |
0.013 |
25.168 |
| Metro |
15 |
0.438 |
0.019 |
0.013 |
33.373 |
| Metro |
30 |
0.588 |
0.019 |
0.012 |
48.765 |
| DEMetro_Z |
2 |
0.256 |
0.025 |
0.010 |
23.382 |
| DEMetro_Z |
3 |
0.417 |
0.027 |
0.018 |
22.138 |
| DEMetro_Z |
5 |
7.251 |
0.024 |
0.014 |
506.615 |
| DEMetro_Z |
8 |
6.420 |
0.022 |
0.013 |
503.052 |
| DEMetro_Z |
15 |
8.955 |
0.019 |
0.013 |
712.889 |
| DEMetro_Z |
30 |
12.014 |
0.019 |
0.012 |
1027.769 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
4.239 |
0.000813 |
18.197 |
| HMC |
3 |
3.354 |
0.00466 |
11.051 |
| HMC |
5 |
4.363 |
0.000611 |
9.703 |
| HMC |
8 |
6.412 |
1.07e-05 |
7.884 |
| HMC |
15 |
4.580 |
0.000335 |
5.301 |
| HMC |
30 |
5.368 |
7.31e-05 |
6.577 |
| SMC |
2 |
-1.459 |
0.157 |
-0.455 |
| SMC |
3 |
-1.261 |
0.221 |
-0.364 |
| SMC |
5 |
0.024 |
0.981 |
0.008 |
| SMC |
8 |
0.245 |
0.809 |
0.072 |
| SMC |
15 |
0.723 |
0.476 |
0.244 |
| SMC |
30 |
-0.349 |
0.73 |
-0.123 |
| Metro |
2 |
4.099 |
0.000862 |
4.342 |
| Metro |
3 |
5.883 |
3.02e-05 |
8.245 |
| Metro |
5 |
5.521 |
6.42e-05 |
9.603 |
| Metro |
8 |
5.533 |
6.68e-05 |
12.240 |
| Metro |
15 |
4.297 |
0.000719 |
14.414 |
| Metro |
30 |
7.799 |
1.65e-06 |
21.686 |
| DEMetro_Z |
2 |
3.563 |
0.003 |
7.991 |
| DEMetro_Z |
3 |
1.504 |
0.155 |
240.109 |
| DEMetro_Z |
5 |
2.166 |
0.048 |
2877.939 |
| DEMetro_Z |
8 |
5.909 |
3.81e-05 |
672.179 |
| DEMetro_Z |
15 |
9.683 |
1.39e-07 |
1024.817 |
| DEMetro_Z |
30 |
13.231 |
2.64e-09 |
1083.376 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
4.388
|
0.000619
|
1.133
|
| HMC_vs_SMC |
1
|
3.414
|
0.00419
|
0.882
|
| HMC_vs_SMC |
2
|
4.332
|
0.00069
|
1.118
|
| HMC_vs_SMC |
3
|
7.005
|
6.2e-06
|
1.809
|
| HMC_vs_SMC |
4
|
4.521
|
0.00048
|
1.167
|
| HMC_vs_SMC |
5
|
5.338
|
0.000105
|
1.378
|
| Metro_vs_DEMetro_Z |
0
|
-1.335
|
0.203
|
-0.345
|
| Metro_vs_DEMetro_Z |
1
|
-1.447
|
0.17
|
-0.374
|
| Metro_vs_DEMetro_Z |
2
|
-2.159
|
0.0487
|
-0.557
|
| Metro_vs_DEMetro_Z |
3
|
-5.840
|
4.29e-05
|
-1.508
|
| Metro_vs_DEMetro_Z |
4
|
-9.524
|
1.7e-07
|
-2.459
|
| Metro_vs_DEMetro_Z |
5
|
-12.878
|
3.76e-09
|
-3.325
|
| HMC_vs_Metro |
0
|
2.969
|
0.0102
|
0.767
|
| HMC_vs_Metro |
1
|
0.800
|
0.437
|
0.207
|
| HMC_vs_Metro |
2
|
0.035
|
0.973
|
0.009
|
| HMC_vs_Metro |
3
|
-1.844
|
0.0864
|
-0.476
|
| HMC_vs_Metro |
4
|
-2.548
|
0.0232
|
-0.658
|
| HMC_vs_Metro |
5
|
-4.696
|
0.000344
|
-1.213
|
| HMC_vs_DEMetro_Z |
0
|
2.821
|
0.0136
|
0.728
|
| HMC_vs_DEMetro_Z |
1
|
-1.429
|
0.175
|
-0.369
|
| HMC_vs_DEMetro_Z |
2
|
-2.159
|
0.0487
|
-0.558
|
| HMC_vs_DEMetro_Z |
3
|
-5.860
|
4.14e-05
|
-1.513
|
| HMC_vs_DEMetro_Z |
4
|
-9.711
|
1.34e-07
|
-2.507
|
| HMC_vs_DEMetro_Z |
5
|
-13.237
|
2.63e-09
|
-3.418
|
| Metro_vs_SMC |
0
|
4.444
|
0.000556
|
1.147
|
| Metro_vs_SMC |
1
|
6.107
|
2.71e-05
|
1.577
|
| Metro_vs_SMC |
2
|
5.636
|
6.14e-05
|
1.455
|
| Metro_vs_SMC |
3
|
5.617
|
6.35e-05
|
1.450
|
| Metro_vs_SMC |
4
|
4.126
|
0.00103
|
1.065
|
| Metro_vs_SMC |
5
|
7.648
|
2.3e-06
|
1.975
|
| DEMetro_Z_vs_SMC |
0
|
3.774
|
0.00205
|
0.974
|
| DEMetro_Z_vs_SMC |
1
|
1.506
|
0.154
|
0.389
|
| DEMetro_Z_vs_SMC |
2
|
2.167
|
0.048
|
0.559
|
| DEMetro_Z_vs_SMC |
3
|
5.910
|
3.8e-05
|
1.526
|
| DEMetro_Z_vs_SMC |
4
|
9.676
|
1.4e-07
|
2.498
|
| DEMetro_Z_vs_SMC |
5
|
13.244
|
2.61e-09
|
3.420
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.528 |
0.054 |
0.026 |
18.197 |
| HMC |
3 |
0.272 |
0.038 |
0.021 |
11.051 |
| HMC |
5 |
0.244 |
0.035 |
0.022 |
9.703 |
| HMC |
8 |
0.225 |
0.031 |
0.025 |
7.884 |
| HMC |
15 |
0.135 |
0.030 |
0.020 |
5.301 |
| HMC |
30 |
0.171 |
0.034 |
0.021 |
6.577 |
| SMC |
2 |
0.042 |
0.054 |
0.026 |
-0.455 |
| SMC |
3 |
0.031 |
0.038 |
0.021 |
-0.364 |
| SMC |
5 |
0.035 |
0.035 |
0.022 |
0.008 |
| SMC |
8 |
0.033 |
0.031 |
0.025 |
0.072 |
| SMC |
15 |
0.035 |
0.030 |
0.020 |
0.244 |
| SMC |
30 |
0.032 |
0.034 |
0.021 |
-0.123 |
| Metro |
2 |
0.167 |
0.054 |
0.026 |
4.342 |
| Metro |
3 |
0.213 |
0.038 |
0.021 |
8.245 |
| Metro |
5 |
0.242 |
0.035 |
0.022 |
9.603 |
| Metro |
8 |
0.333 |
0.031 |
0.025 |
12.240 |
| Metro |
15 |
0.316 |
0.030 |
0.020 |
14.414 |
| Metro |
30 |
0.487 |
0.034 |
0.021 |
21.686 |
| DEMetro_Z |
2 |
0.262 |
0.054 |
0.026 |
7.991 |
| DEMetro_Z |
3 |
5.112 |
0.038 |
0.021 |
240.109 |
| DEMetro_Z |
5 |
62.039 |
0.035 |
0.022 |
2877.939 |
| DEMetro_Z |
8 |
16.616 |
0.031 |
0.025 |
672.179 |
| DEMetro_Z |
15 |
20.345 |
0.030 |
0.020 |
1024.817 |
| DEMetro_Z |
30 |
22.642 |
0.034 |
0.021 |
1083.376 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
5.773 |
4.79e-05 |
49.747 |
| HMC |
3 |
4.539 |
0.000457 |
22.627 |
| HMC |
5 |
6.311 |
1.81e-05 |
20.705 |
| HMC |
8 |
8.828 |
3.44e-07 |
19.179 |
| HMC |
15 |
6.462 |
1.32e-05 |
14.517 |
| HMC |
30 |
8.495 |
5.44e-07 |
17.927 |
| SMC |
2 |
0.199 |
0.844 |
0.077 |
| SMC |
3 |
-1.138 |
0.269 |
-0.320 |
| SMC |
5 |
-0.653 |
0.519 |
-0.215 |
| SMC |
8 |
0.086 |
0.932 |
0.029 |
| SMC |
15 |
1.276 |
0.213 |
0.495 |
| SMC |
30 |
-0.864 |
0.395 |
-0.337 |
| Metro |
2 |
4.850 |
0.000249 |
16.198 |
| Metro |
3 |
7.635 |
1.37e-06 |
9.492 |
| Metro |
5 |
5.766 |
4.67e-05 |
19.839 |
| Metro |
8 |
4.689 |
0.000346 |
30.647 |
| Metro |
15 |
4.056 |
0.00118 |
48.404 |
| Metro |
30 |
6.605 |
1.17e-05 |
74.203 |
| DEMetro_Z |
2 |
3.761 |
0.0021 |
25.792 |
| DEMetro_Z |
3 |
3.517 |
0.00341 |
37.163 |
| DEMetro_Z |
5 |
5.133 |
0.000152 |
629.582 |
| DEMetro_Z |
8 |
6.529 |
1.34e-05 |
599.167 |
| DEMetro_Z |
15 |
21.272 |
4.65e-12 |
988.030 |
| DEMetro_Z |
30 |
28.950 |
6.81e-14 |
1559.140 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-1.072
|
0.302
|
-0.277
|
| Metro_vs_DEMetro_Z |
1
|
-2.588
|
0.0215
|
-0.668
|
| Metro_vs_DEMetro_Z |
2
|
-4.908
|
0.000231
|
-1.267
|
| Metro_vs_DEMetro_Z |
3
|
-6.041
|
3.03e-05
|
-1.560
|
| Metro_vs_DEMetro_Z |
4
|
-18.830
|
2.43e-11
|
-4.862
|
| Metro_vs_DEMetro_Z |
5
|
-26.922
|
1.85e-13
|
-6.951
|
| DEMetro_Z_vs_SMC |
0
|
3.784
|
0.00201
|
0.977
|
| DEMetro_Z_vs_SMC |
1
|
3.557
|
0.00315
|
0.918
|
| DEMetro_Z_vs_SMC |
2
|
5.136
|
0.000151
|
1.326
|
| DEMetro_Z_vs_SMC |
3
|
6.524
|
1.35e-05
|
1.684
|
| DEMetro_Z_vs_SMC |
4
|
21.221
|
4.81e-12
|
5.479
|
| DEMetro_Z_vs_SMC |
5
|
28.869
|
7.09e-14
|
7.454
|
| HMC_vs_DEMetro_Z |
0
|
3.727
|
0.00225
|
0.962
|
| HMC_vs_DEMetro_Z |
1
|
-1.148
|
0.27
|
-0.296
|
| HMC_vs_DEMetro_Z |
2
|
-4.994
|
0.000197
|
-1.289
|
| HMC_vs_DEMetro_Z |
3
|
-6.273
|
2.05e-05
|
-1.620
|
| HMC_vs_DEMetro_Z |
4
|
-20.896
|
5.93e-12
|
-5.395
|
| HMC_vs_DEMetro_Z |
5
|
-28.900
|
6.98e-14
|
-7.462
|
| HMC_vs_Metro |
0
|
3.169
|
0.00683
|
0.818
|
| HMC_vs_Metro |
1
|
2.908
|
0.0115
|
0.751
|
| HMC_vs_Metro |
2
|
0.177
|
0.862
|
0.046
|
| HMC_vs_Metro |
3
|
-1.811
|
0.0916
|
-0.468
|
| HMC_vs_Metro |
4
|
-2.824
|
0.0135
|
-0.729
|
| HMC_vs_Metro |
5
|
-4.914
|
0.000228
|
-1.269
|
| HMC_vs_SMC |
0
|
5.847
|
4.24e-05
|
1.510
|
| HMC_vs_SMC |
1
|
4.650
|
0.000375
|
1.201
|
| HMC_vs_SMC |
2
|
6.317
|
1.9e-05
|
1.631
|
| HMC_vs_SMC |
3
|
8.938
|
3.68e-07
|
2.308
|
| HMC_vs_SMC |
4
|
6.360
|
1.77e-05
|
1.642
|
| HMC_vs_SMC |
5
|
8.525
|
6.48e-07
|
2.201
|
| Metro_vs_SMC |
0
|
4.681
|
0.000354
|
1.209
|
| Metro_vs_SMC |
1
|
8.143
|
1.11e-06
|
2.103
|
| Metro_vs_SMC |
2
|
5.772
|
4.83e-05
|
1.490
|
| Metro_vs_SMC |
3
|
4.666
|
0.000364
|
1.205
|
| Metro_vs_SMC |
4
|
4.035
|
0.00123
|
1.042
|
| Metro_vs_SMC |
5
|
6.655
|
1.09e-05
|
1.718
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.450 |
0.037 |
0.008 |
49.747 |
| HMC |
3 |
0.271 |
0.032 |
0.011 |
22.627 |
| HMC |
5 |
0.234 |
0.030 |
0.010 |
20.705 |
| HMC |
8 |
0.206 |
0.026 |
0.009 |
19.179 |
| HMC |
15 |
0.139 |
0.025 |
0.008 |
14.517 |
| HMC |
30 |
0.142 |
0.026 |
0.006 |
17.927 |
| SMC |
2 |
0.037 |
0.037 |
0.008 |
0.077 |
| SMC |
3 |
0.028 |
0.032 |
0.011 |
-0.320 |
| SMC |
5 |
0.028 |
0.030 |
0.010 |
-0.215 |
| SMC |
8 |
0.026 |
0.026 |
0.009 |
0.029 |
| SMC |
15 |
0.029 |
0.025 |
0.008 |
0.495 |
| SMC |
30 |
0.024 |
0.026 |
0.006 |
-0.337 |
| Metro |
2 |
0.171 |
0.037 |
0.008 |
16.198 |
| Metro |
3 |
0.132 |
0.032 |
0.011 |
9.492 |
| Metro |
5 |
0.226 |
0.030 |
0.010 |
19.839 |
| Metro |
8 |
0.313 |
0.026 |
0.009 |
30.647 |
| Metro |
15 |
0.405 |
0.025 |
0.008 |
48.404 |
| Metro |
30 |
0.503 |
0.026 |
0.006 |
74.203 |
| DEMetro_Z |
2 |
0.251 |
0.037 |
0.008 |
25.792 |
| DEMetro_Z |
3 |
0.425 |
0.032 |
0.011 |
37.163 |
| DEMetro_Z |
5 |
6.248 |
0.030 |
0.010 |
629.582 |
| DEMetro_Z |
8 |
5.652 |
0.026 |
0.009 |
599.167 |
| DEMetro_Z |
15 |
7.782 |
0.025 |
0.008 |
988.030 |
| DEMetro_Z |
30 |
10.049 |
0.026 |
0.006 |
1559.140 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
5.735 |
5.13e-05 |
56.053 |
| HMC |
3 |
4.597 |
0.000409 |
22.471 |
| HMC |
5 |
6.081 |
2.72e-05 |
22.693 |
| HMC |
8 |
8.129 |
1.05e-06 |
27.687 |
| HMC |
15 |
6.323 |
1.75e-05 |
18.268 |
| HMC |
30 |
8.579 |
4.87e-07 |
18.547 |
| SMC |
2 |
-1.122 |
0.272 |
-0.460 |
| SMC |
3 |
-1.625 |
0.121 |
-0.457 |
| SMC |
5 |
-0.990 |
0.331 |
-0.312 |
| SMC |
8 |
-0.024 |
0.981 |
-0.008 |
| SMC |
15 |
1.470 |
0.153 |
0.586 |
| SMC |
30 |
-1.481 |
0.15 |
-0.537 |
| Metro |
2 |
5.008 |
0.00018 |
12.710 |
| Metro |
3 |
7.079 |
3.21e-06 |
8.316 |
| Metro |
5 |
6.244 |
1.97e-05 |
16.659 |
| Metro |
8 |
5.805 |
4.49e-05 |
32.625 |
| Metro |
15 |
5.276 |
0.000116 |
41.471 |
| Metro |
30 |
7.727 |
2.02e-06 |
63.546 |
| DEMetro_Z |
2 |
3.743 |
0.00218 |
27.346 |
| DEMetro_Z |
3 |
4.770 |
0.000292 |
18.423 |
| DEMetro_Z |
5 |
14.952 |
5.13e-10 |
108.586 |
| DEMetro_Z |
8 |
18.449 |
3.11e-11 |
155.638 |
| DEMetro_Z |
15 |
55.646 |
5.37e-18 |
184.830 |
| DEMetro_Z |
30 |
58.296 |
2.78e-18 |
192.778 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
3.827
|
0.00185
|
0.988
|
| DEMetro_Z_vs_SMC |
1
|
4.963
|
0.000208
|
1.281
|
| DEMetro_Z_vs_SMC |
2
|
14.933
|
5.4e-10
|
3.856
|
| DEMetro_Z_vs_SMC |
3
|
18.350
|
3.44e-11
|
4.738
|
| DEMetro_Z_vs_SMC |
4
|
54.483
|
1.05e-17
|
14.068
|
| DEMetro_Z_vs_SMC |
5
|
57.460
|
5.02e-18
|
14.836
|
| HMC_vs_Metro |
0
|
3.890
|
0.00163
|
1.004
|
| HMC_vs_Metro |
1
|
3.088
|
0.00803
|
0.797
|
| HMC_vs_Metro |
2
|
1.401
|
0.183
|
0.362
|
| HMC_vs_Metro |
3
|
-0.829
|
0.421
|
-0.214
|
| HMC_vs_Metro |
4
|
-2.875
|
0.0122
|
-0.742
|
| HMC_vs_Metro |
5
|
-5.405
|
9.28e-05
|
-1.395
|
| Metro_vs_DEMetro_Z |
0
|
-1.644
|
0.122
|
-0.424
|
| Metro_vs_DEMetro_Z |
1
|
-2.383
|
0.0319
|
-0.615
|
| Metro_vs_DEMetro_Z |
2
|
-10.830
|
3.45e-08
|
-2.796
|
| Metro_vs_DEMetro_Z |
3
|
-10.605
|
4.49e-08
|
-2.738
|
| Metro_vs_DEMetro_Z |
4
|
-15.999
|
2.16e-10
|
-4.131
|
| Metro_vs_DEMetro_Z |
5
|
-14.306
|
9.51e-10
|
-3.694
|
| HMC_vs_SMC |
0
|
5.860
|
4.14e-05
|
1.513
|
| HMC_vs_SMC |
1
|
4.730
|
0.000323
|
1.221
|
| HMC_vs_SMC |
2
|
6.132
|
2.6e-05
|
1.583
|
| HMC_vs_SMC |
3
|
8.221
|
9.95e-07
|
2.123
|
| HMC_vs_SMC |
4
|
6.193
|
2.34e-05
|
1.599
|
| HMC_vs_SMC |
5
|
8.972
|
3.52e-07
|
2.316
|
| Metro_vs_SMC |
0
|
5.069
|
0.000171
|
1.309
|
| Metro_vs_SMC |
1
|
7.805
|
1.82e-06
|
2.015
|
| Metro_vs_SMC |
2
|
6.320
|
1.89e-05
|
1.632
|
| Metro_vs_SMC |
3
|
5.804
|
4.57e-05
|
1.498
|
| Metro_vs_SMC |
4
|
5.236
|
0.000126
|
1.352
|
| Metro_vs_SMC |
5
|
7.743
|
2e-06
|
1.999
|
| HMC_vs_DEMetro_Z |
0
|
4.078
|
0.00113
|
1.053
|
| HMC_vs_DEMetro_Z |
1
|
0.774
|
0.452
|
0.200
|
| HMC_vs_DEMetro_Z |
2
|
-11.545
|
1.53e-08
|
-2.981
|
| HMC_vs_DEMetro_Z |
3
|
-12.280
|
6.95e-09
|
-3.171
|
| HMC_vs_DEMetro_Z |
4
|
-34.734
|
5.5e-15
|
-8.968
|
| HMC_vs_DEMetro_Z |
5
|
-53.113
|
1.5e-17
|
-13.714
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.224 |
0.015 |
0.004 |
56.053 |
| HMC |
3 |
0.163 |
0.015 |
0.007 |
22.471 |
| HMC |
5 |
0.165 |
0.015 |
0.007 |
22.693 |
| HMC |
8 |
0.165 |
0.014 |
0.005 |
27.687 |
| HMC |
15 |
0.104 |
0.014 |
0.005 |
18.268 |
| HMC |
30 |
0.106 |
0.016 |
0.005 |
18.547 |
| SMC |
2 |
0.013 |
0.015 |
0.004 |
-0.460 |
| SMC |
3 |
0.012 |
0.015 |
0.007 |
-0.457 |
| SMC |
5 |
0.013 |
0.015 |
0.007 |
-0.312 |
| SMC |
8 |
0.014 |
0.014 |
0.005 |
-0.008 |
| SMC |
15 |
0.016 |
0.014 |
0.005 |
0.586 |
| SMC |
30 |
0.013 |
0.016 |
0.005 |
-0.537 |
| Metro |
2 |
0.063 |
0.015 |
0.004 |
12.710 |
| Metro |
3 |
0.070 |
0.015 |
0.007 |
8.316 |
| Metro |
5 |
0.125 |
0.015 |
0.007 |
16.659 |
| Metro |
8 |
0.192 |
0.014 |
0.005 |
32.625 |
| Metro |
15 |
0.219 |
0.014 |
0.005 |
41.471 |
| Metro |
30 |
0.326 |
0.016 |
0.005 |
63.546 |
| DEMetro_Z |
2 |
0.117 |
0.015 |
0.004 |
27.346 |
| DEMetro_Z |
3 |
0.136 |
0.015 |
0.007 |
18.423 |
| DEMetro_Z |
5 |
0.732 |
0.015 |
0.007 |
108.586 |
| DEMetro_Z |
8 |
0.864 |
0.014 |
0.005 |
155.638 |
| DEMetro_Z |
15 |
0.929 |
0.014 |
0.005 |
184.830 |
| DEMetro_Z |
30 |
0.957 |
0.016 |
0.005 |
192.778 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Vary_Dimension_with_Tails_and_MM
(Mixture,
dimension,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
3.580 |
0.00251 |
3.594 |
| HMC |
3 |
2.579 |
0.0196 |
2.189 |
| HMC |
5 |
2.688 |
0.0143 |
1.652 |
| HMC |
8 |
1.314 |
0.209 |
1.858 |
| HMC |
15 |
0.322 |
0.75 |
0.096 |
| HMC |
30 |
3.964 |
0.00105 |
3.556 |
| SMC |
2 |
3.753 |
0.00169 |
3.535 |
| SMC |
3 |
4.975 |
0.000183 |
9.568 |
| SMC |
5 |
6.284 |
1.71e-05 |
12.127 |
| SMC |
8 |
16.550 |
1.34e-10 |
147.541 |
| SMC |
15 |
19.521 |
3.12e-16 |
9.268 |
| SMC |
30 |
29.077 |
3.96e-14 |
72.642 |
| Metro |
2 |
5.058 |
3.5e-05 |
2.374 |
| Metro |
3 |
2.300 |
0.0346 |
1.979 |
| Metro |
5 |
2.720 |
0.0133 |
1.683 |
| Metro |
8 |
6.137 |
4.52e-06 |
3.493 |
| Metro |
15 |
1.485 |
0.152 |
0.435 |
| Metro |
30 |
4.780 |
0.000284 |
15.778 |
| DEMetro_Z |
2 |
5.053 |
0.000144 |
7.163 |
| DEMetro_Z |
3 |
5.630 |
6.16e-05 |
45.395 |
| DEMetro_Z |
5 |
6.618 |
1.13e-05 |
36.336 |
| DEMetro_Z |
8 |
5.044 |
0.000179 |
376.341 |
| DEMetro_Z |
15 |
8.623 |
5.36e-07 |
36.765 |
| DEMetro_Z |
30 |
23.142 |
1.46e-12 |
340.727 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-1.952
|
0.0712
|
-0.504
|
| HMC_vs_DEMetro_Z |
1
|
-5.354
|
0.000102
|
-1.382
|
| HMC_vs_DEMetro_Z |
2
|
-6.298
|
1.96e-05
|
-1.626
|
| HMC_vs_DEMetro_Z |
3
|
-5.003
|
0.000193
|
-1.292
|
| HMC_vs_DEMetro_Z |
4
|
-8.638
|
5.54e-07
|
-2.230
|
| HMC_vs_DEMetro_Z |
5
|
-22.452
|
2.23e-12
|
-5.797
|
| Metro_vs_SMC |
0
|
-1.429
|
0.175
|
-0.369
|
| Metro_vs_SMC |
1
|
-3.585
|
0.00299
|
-0.926
|
| Metro_vs_SMC |
2
|
-5.781
|
4.76e-05
|
-1.493
|
| Metro_vs_SMC |
3
|
-16.045
|
2.08e-10
|
-4.143
|
| Metro_vs_SMC |
4
|
-21.356
|
4.41e-12
|
-5.514
|
| Metro_vs_SMC |
5
|
-16.481
|
1.46e-10
|
-4.255
|
| Metro_vs_DEMetro_Z |
0
|
-3.518
|
0.00341
|
-0.908
|
| Metro_vs_DEMetro_Z |
1
|
-5.616
|
6.36e-05
|
-1.450
|
| Metro_vs_DEMetro_Z |
2
|
-6.505
|
1.39e-05
|
-1.680
|
| Metro_vs_DEMetro_Z |
3
|
-4.999
|
0.000195
|
-1.291
|
| Metro_vs_DEMetro_Z |
4
|
-8.537
|
6.37e-07
|
-2.204
|
| Metro_vs_DEMetro_Z |
5
|
-22.219
|
2.57e-12
|
-5.737
|
| HMC_vs_Metro |
0
|
1.085
|
0.296
|
0.280
|
| HMC_vs_Metro |
1
|
0.194
|
0.849
|
0.050
|
| HMC_vs_Metro |
2
|
-0.065
|
0.949
|
-0.017
|
| HMC_vs_Metro |
3
|
-0.962
|
0.353
|
-0.248
|
| HMC_vs_Metro |
4
|
-1.719
|
0.108
|
-0.444
|
| HMC_vs_Metro |
5
|
-3.588
|
0.00297
|
-0.926
|
| HMC_vs_SMC |
0
|
0.041
|
0.968
|
0.010
|
| HMC_vs_SMC |
1
|
-4.881
|
0.000243
|
-1.260
|
| HMC_vs_SMC |
2
|
-5.114
|
0.000158
|
-1.320
|
| HMC_vs_SMC |
3
|
-16.307
|
1.68e-10
|
-4.210
|
| HMC_vs_SMC |
4
|
-20.586
|
7.27e-12
|
-5.315
|
| HMC_vs_SMC |
5
|
-24.604
|
6.38e-13
|
-6.353
|
| DEMetro_Z_vs_SMC |
0
|
2.650
|
0.019
|
0.684
|
| DEMetro_Z_vs_SMC |
1
|
4.184
|
0.000918
|
1.080
|
| DEMetro_Z_vs_SMC |
2
|
4.930
|
0.000222
|
1.273
|
| DEMetro_Z_vs_SMC |
3
|
2.961
|
0.0103
|
0.765
|
| DEMetro_Z_vs_SMC |
4
|
6.360
|
1.77e-05
|
1.642
|
| DEMetro_Z_vs_SMC |
5
|
17.986
|
4.51e-11
|
4.644
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.184 |
0.047 |
0.038 |
3.594 |
| HMC |
3 |
0.136 |
0.085 |
0.023 |
2.189 |
| HMC |
5 |
0.164 |
0.082 |
0.050 |
1.652 |
| HMC |
8 |
0.203 |
0.091 |
0.060 |
1.858 |
| HMC |
15 |
0.100 |
0.091 |
0.095 |
0.096 |
| HMC |
30 |
0.127 |
0.067 |
0.017 |
3.556 |
| SMC |
2 |
0.182 |
0.047 |
0.038 |
3.535 |
| SMC |
3 |
0.309 |
0.085 |
0.023 |
9.568 |
| SMC |
5 |
0.684 |
0.082 |
0.050 |
12.127 |
| SMC |
8 |
8.961 |
0.091 |
0.060 |
147.541 |
| SMC |
15 |
0.968 |
0.091 |
0.095 |
9.268 |
| SMC |
30 |
1.292 |
0.067 |
0.017 |
72.642 |
| Metro |
2 |
0.138 |
0.047 |
0.038 |
2.374 |
| Metro |
3 |
0.131 |
0.085 |
0.023 |
1.979 |
| Metro |
5 |
0.166 |
0.082 |
0.050 |
1.683 |
| Metro |
8 |
0.301 |
0.091 |
0.060 |
3.493 |
| Metro |
15 |
0.132 |
0.091 |
0.095 |
0.435 |
| Metro |
30 |
0.333 |
0.067 |
0.017 |
15.778 |
| DEMetro_Z |
2 |
0.321 |
0.047 |
0.038 |
7.163 |
| DEMetro_Z |
3 |
1.146 |
0.085 |
0.023 |
45.395 |
| DEMetro_Z |
5 |
1.885 |
0.082 |
0.050 |
36.336 |
| DEMetro_Z |
8 |
22.716 |
0.091 |
0.060 |
376.341 |
| DEMetro_Z |
15 |
3.570 |
0.091 |
0.095 |
36.765 |
| DEMetro_Z |
30 |
5.815 |
0.067 |
0.017 |
340.727 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
-1.346 |
0.199 |
-0.350 |
| HMC |
3 |
-0.349 |
0.731 |
-0.101 |
| HMC |
5 |
0.858 |
0.405 |
1.508 |
| HMC |
8 |
-1.123 |
0.28 |
-0.292 |
| HMC |
15 |
-1.031 |
0.32 |
-0.266 |
| HMC |
30 |
0.791 |
0.437 |
0.381 |
| SMC |
2 |
-1.292 |
0.217 |
-0.335 |
| SMC |
3 |
9.017 |
1.21e-08 |
5.107 |
| SMC |
5 |
8.669 |
1.96e-07 |
8.729 |
| SMC |
8 |
56.653 |
5.78e-18 |
485.563 |
| SMC |
15 |
21.655 |
6.93e-14 |
5.899 |
| SMC |
30 |
140.808 |
4.65e-26 |
143.586 |
| Metro |
2 |
-1.397 |
0.184 |
-0.363 |
| Metro |
3 |
-0.140 |
0.89 |
-0.040 |
| Metro |
5 |
0.828 |
0.421 |
1.460 |
| Metro |
8 |
-1.018 |
0.324 |
-0.272 |
| Metro |
15 |
-1.052 |
0.31 |
-0.272 |
| Metro |
30 |
1.753 |
0.1 |
2.715 |
| DEMetro_Z |
2 |
-1.343 |
0.2 |
-0.349 |
| DEMetro_Z |
3 |
2.286 |
0.038 |
5.717 |
| DEMetro_Z |
5 |
2.778 |
0.0143 |
4.806 |
| DEMetro_Z |
8 |
3.813 |
0.0019 |
332.272 |
| DEMetro_Z |
15 |
3.006 |
0.00562 |
1.024 |
| DEMetro_Z |
30 |
16.514 |
9.61e-11 |
37.563 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-0.491
|
0.631
|
-0.127
|
| HMC_vs_SMC |
1
|
-9.272
|
2.36e-07
|
-2.394
|
| HMC_vs_SMC |
2
|
-6.441
|
1.54e-05
|
-1.663
|
| HMC_vs_SMC |
3
|
-56.666
|
6.1e-18
|
-14.631
|
| HMC_vs_SMC |
4
|
-70.378
|
2.96e-19
|
-18.172
|
| HMC_vs_SMC |
5
|
-153.932
|
5.24e-24
|
-39.745
|
| Metro_vs_DEMetro_Z |
0
|
-1.755
|
0.101
|
-0.453
|
| Metro_vs_DEMetro_Z |
1
|
-2.291
|
0.038
|
-0.591
|
| Metro_vs_DEMetro_Z |
2
|
-3.249
|
0.00583
|
-0.839
|
| Metro_vs_DEMetro_Z |
3
|
-3.815
|
0.00189
|
-0.985
|
| Metro_vs_DEMetro_Z |
4
|
-5.792
|
4.67e-05
|
-1.495
|
| Metro_vs_DEMetro_Z |
5
|
-16.086
|
2.01e-10
|
-4.153
|
| HMC_vs_Metro |
0
|
0.621
|
0.545
|
0.160
|
| HMC_vs_Metro |
1
|
-2.350
|
0.034
|
-0.607
|
| HMC_vs_Metro |
2
|
0.812
|
0.43
|
0.210
|
| HMC_vs_Metro |
3
|
-0.282
|
0.782
|
-0.073
|
| HMC_vs_Metro |
4
|
1.887
|
0.0801
|
0.487
|
| HMC_vs_Metro |
5
|
-1.498
|
0.156
|
-0.387
|
| HMC_vs_DEMetro_Z |
0
|
-0.052
|
0.96
|
-0.013
|
| HMC_vs_DEMetro_Z |
1
|
-2.315
|
0.0363
|
-0.598
|
| HMC_vs_DEMetro_Z |
2
|
-3.202
|
0.0064
|
-0.827
|
| HMC_vs_DEMetro_Z |
3
|
-3.816
|
0.00189
|
-0.985
|
| HMC_vs_DEMetro_Z |
4
|
-5.795
|
4.65e-05
|
-1.496
|
| HMC_vs_DEMetro_Z |
5
|
-16.205
|
1.82e-10
|
-4.184
|
| Metro_vs_SMC |
0
|
-0.862
|
0.403
|
-0.223
|
| Metro_vs_SMC |
1
|
-9.370
|
2.08e-07
|
-2.419
|
| Metro_vs_SMC |
2
|
-6.428
|
1.58e-05
|
-1.660
|
| Metro_vs_SMC |
3
|
-56.570
|
6.24e-18
|
-14.606
|
| Metro_vs_SMC |
4
|
-70.789
|
2.73e-19
|
-18.278
|
| Metro_vs_SMC |
5
|
-79.369
|
5.53e-20
|
-20.493
|
| DEMetro_Z_vs_SMC |
0
|
-0.424
|
0.678
|
-0.109
|
| DEMetro_Z_vs_SMC |
1
|
0.245
|
0.81
|
0.063
|
| DEMetro_Z_vs_SMC |
2
|
-2.655
|
0.0189
|
-0.685
|
| DEMetro_Z_vs_SMC |
3
|
-1.668
|
0.117
|
-0.431
|
| DEMetro_Z_vs_SMC |
4
|
-22.592
|
2.05e-12
|
-5.833
|
| DEMetro_Z_vs_SMC |
5
|
-52.093
|
1.97e-17
|
-13.450
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
5.146 |
21.314 |
46.211 |
-0.350 |
| HMC |
3 |
6.276 |
8.077 |
17.919 |
-0.101 |
| HMC |
5 |
89.000 |
17.798 |
47.221 |
1.508 |
| HMC |
8 |
9.449 |
30.578 |
72.429 |
-0.292 |
| HMC |
15 |
6.866 |
73.927 |
251.794 |
-0.266 |
| HMC |
30 |
14.428 |
8.923 |
14.446 |
0.381 |
| SMC |
2 |
5.848 |
21.314 |
46.211 |
-0.335 |
| SMC |
3 |
99.598 |
8.077 |
17.919 |
5.107 |
| SMC |
5 |
430.011 |
17.798 |
47.221 |
8.729 |
| SMC |
8 |
35199.268 |
30.578 |
72.429 |
485.563 |
| SMC |
15 |
1559.342 |
73.927 |
251.794 |
5.899 |
| SMC |
30 |
2083.163 |
8.923 |
14.446 |
143.586 |
| Metro |
2 |
4.562 |
21.314 |
46.211 |
-0.363 |
| Metro |
3 |
7.361 |
8.077 |
17.919 |
-0.040 |
| Metro |
5 |
86.729 |
17.798 |
47.221 |
1.460 |
| Metro |
8 |
10.843 |
30.578 |
72.429 |
-0.272 |
| Metro |
15 |
5.484 |
73.927 |
251.794 |
-0.272 |
| Metro |
30 |
48.141 |
8.923 |
14.446 |
2.715 |
| DEMetro_Z |
2 |
5.201 |
21.314 |
46.211 |
-0.349 |
| DEMetro_Z |
3 |
110.519 |
8.077 |
17.919 |
5.717 |
| DEMetro_Z |
5 |
244.745 |
17.798 |
47.221 |
4.806 |
| DEMetro_Z |
8 |
24096.629 |
30.578 |
72.429 |
332.272 |
| DEMetro_Z |
15 |
331.785 |
73.927 |
251.794 |
1.024 |
| DEMetro_Z |
30 |
551.563 |
8.923 |
14.446 |
37.563 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
2.923 |
0.00778 |
1.510 |
| HMC |
3 |
3.683 |
0.00187 |
3.104 |
| HMC |
5 |
2.758 |
0.013 |
2.011 |
| HMC |
8 |
2.145 |
0.0488 |
3.072 |
| HMC |
15 |
3.581 |
0.00145 |
1.625 |
| HMC |
30 |
2.044 |
0.0602 |
12.309 |
| SMC |
2 |
8.533 |
1.55e-08 |
4.334 |
| SMC |
3 |
13.830 |
1.46e-09 |
142.633 |
| SMC |
5 |
20.654 |
6.82e-12 |
234.820 |
| SMC |
8 |
97.651 |
3.03e-21 |
2540.948 |
| SMC |
15 |
129.266 |
2.91e-23 |
364.126 |
| SMC |
30 |
264.588 |
2.02e-27 |
1333.647 |
| Metro |
2 |
4.253 |
0.000315 |
1.268 |
| Metro |
3 |
6.239 |
5.93e-06 |
4.224 |
| Metro |
5 |
3.470 |
0.00276 |
2.544 |
| Metro |
8 |
3.627 |
0.00267 |
9.505 |
| Metro |
15 |
4.094 |
0.000336 |
1.617 |
| Metro |
30 |
4.558 |
0.000446 |
61.703 |
| DEMetro_Z |
2 |
5.245 |
5.39e-05 |
3.758 |
| DEMetro_Z |
3 |
4.252 |
0.000805 |
87.859 |
| DEMetro_Z |
5 |
6.041 |
3.02e-05 |
82.020 |
| DEMetro_Z |
8 |
8.430 |
7.41e-07 |
1450.558 |
| DEMetro_Z |
15 |
13.149 |
2.82e-09 |
130.516 |
| DEMetro_Z |
30 |
32.408 |
1.42e-14 |
628.296 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-3.615
|
0.00281
|
-0.933
|
| Metro_vs_DEMetro_Z |
1
|
-4.048
|
0.0012
|
-1.045
|
| Metro_vs_DEMetro_Z |
2
|
-5.850
|
4.22e-05
|
-1.511
|
| Metro_vs_DEMetro_Z |
3
|
-8.369
|
8.07e-07
|
-2.161
|
| Metro_vs_DEMetro_Z |
4
|
-12.929
|
3.57e-09
|
-3.338
|
| Metro_vs_DEMetro_Z |
5
|
-22.259
|
2.51e-12
|
-5.747
|
| DEMetro_Z_vs_SMC |
0
|
-0.814
|
0.429
|
-0.210
|
| DEMetro_Z_vs_SMC |
1
|
-2.431
|
0.0291
|
-0.628
|
| DEMetro_Z_vs_SMC |
2
|
-7.398
|
3.36e-06
|
-1.910
|
| DEMetro_Z_vs_SMC |
3
|
-5.890
|
3.94e-05
|
-1.521
|
| DEMetro_Z_vs_SMC |
4
|
-24.557
|
6.55e-13
|
-6.341
|
| DEMetro_Z_vs_SMC |
5
|
-39.008
|
1.1e-15
|
-10.072
|
| HMC_vs_DEMetro_Z |
0
|
-2.535
|
0.0238
|
-0.655
|
| HMC_vs_DEMetro_Z |
1
|
-4.095
|
0.00109
|
-1.057
|
| HMC_vs_DEMetro_Z |
2
|
-5.815
|
4.48e-05
|
-1.501
|
| HMC_vs_DEMetro_Z |
3
|
-8.417
|
7.54e-07
|
-2.173
|
| HMC_vs_DEMetro_Z |
4
|
-13.104
|
3e-09
|
-3.384
|
| HMC_vs_DEMetro_Z |
5
|
-31.550
|
2.08e-14
|
-8.146
|
| HMC_vs_Metro |
0
|
0.455
|
0.656
|
0.118
|
| HMC_vs_Metro |
1
|
-1.359
|
0.196
|
-0.351
|
| HMC_vs_Metro |
2
|
-1.099
|
0.29
|
-0.284
|
| HMC_vs_Metro |
3
|
-2.064
|
0.058
|
-0.533
|
| HMC_vs_Metro |
4
|
0.017
|
0.987
|
0.004
|
| HMC_vs_Metro |
5
|
-3.566
|
0.0031
|
-0.921
|
| HMC_vs_SMC |
0
|
-4.648
|
0.000376
|
-1.200
|
| HMC_vs_SMC |
1
|
-13.855
|
1.45e-09
|
-3.577
|
| HMC_vs_SMC |
2
|
-21.058
|
5.34e-12
|
-5.437
|
| HMC_vs_SMC |
3
|
-95.314
|
4.28e-21
|
-24.610
|
| HMC_vs_SMC |
4
|
-126.384
|
8.28e-23
|
-32.632
|
| HMC_vs_SMC |
5
|
-199.119
|
1.43e-25
|
-51.412
|
| Metro_vs_SMC |
0
|
-7.456
|
3.08e-06
|
-1.925
|
| Metro_vs_SMC |
1
|
-13.586
|
1.87e-09
|
-3.508
|
| Metro_vs_SMC |
2
|
-20.714
|
6.68e-12
|
-5.348
|
| Metro_vs_SMC |
3
|
-93.388
|
5.69e-21
|
-24.113
|
| Metro_vs_SMC |
4
|
-135.436
|
3.14e-23
|
-34.969
|
| Metro_vs_SMC |
5
|
-84.498
|
2.3e-20
|
-21.817
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.255 |
0.145 |
0.072 |
1.510 |
| HMC |
3 |
0.220 |
0.137 |
0.027 |
3.104 |
| HMC |
5 |
0.239 |
0.138 |
0.050 |
2.011 |
| HMC |
8 |
0.315 |
0.146 |
0.055 |
3.072 |
| HMC |
15 |
0.277 |
0.146 |
0.081 |
1.625 |
| HMC |
30 |
0.441 |
0.121 |
0.026 |
12.309 |
| SMC |
2 |
0.459 |
0.145 |
0.072 |
4.334 |
| SMC |
3 |
3.932 |
0.137 |
0.027 |
142.633 |
| SMC |
5 |
11.939 |
0.138 |
0.050 |
234.820 |
| SMC |
8 |
139.333 |
0.146 |
0.055 |
2540.948 |
| SMC |
15 |
29.514 |
0.146 |
0.081 |
364.126 |
| SMC |
30 |
34.791 |
0.121 |
0.026 |
1333.647 |
| Metro |
2 |
0.237 |
0.145 |
0.072 |
1.268 |
| Metro |
3 |
0.250 |
0.137 |
0.027 |
4.224 |
| Metro |
5 |
0.266 |
0.138 |
0.050 |
2.544 |
| Metro |
8 |
0.667 |
0.146 |
0.055 |
9.505 |
| Metro |
15 |
0.276 |
0.146 |
0.081 |
1.617 |
| Metro |
30 |
1.725 |
0.121 |
0.026 |
61.703 |
| DEMetro_Z |
2 |
0.417 |
0.145 |
0.072 |
3.758 |
| DEMetro_Z |
3 |
2.475 |
0.137 |
0.027 |
87.859 |
| DEMetro_Z |
5 |
4.260 |
0.138 |
0.050 |
82.020 |
| DEMetro_Z |
8 |
79.604 |
0.146 |
0.055 |
1450.558 |
| DEMetro_Z |
15 |
10.673 |
0.146 |
0.081 |
130.516 |
| DEMetro_Z |
30 |
16.454 |
0.121 |
0.026 |
628.296 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
3.128 |
0.00698 |
4.694 |
| HMC |
3 |
3.861 |
0.00126 |
3.211 |
| HMC |
5 |
4.670 |
0.000284 |
5.563 |
| HMC |
8 |
2.246 |
0.0413 |
12.511 |
| HMC |
15 |
5.532 |
6.37e-05 |
9.997 |
| HMC |
30 |
3.807 |
0.00192 |
35.946 |
| SMC |
2 |
7.500 |
1.06e-06 |
6.773 |
| SMC |
3 |
25.577 |
2.68e-13 |
73.742 |
| SMC |
5 |
73.973 |
3.37e-20 |
133.058 |
| SMC |
8 |
94.300 |
6.12e-22 |
149.555 |
| SMC |
15 |
121.951 |
2.27e-24 |
145.756 |
| SMC |
30 |
179.775 |
9.09e-26 |
333.048 |
| Metro |
2 |
4.711 |
0.000107 |
2.504 |
| Metro |
3 |
5.061 |
6.24e-05 |
3.118 |
| Metro |
5 |
8.793 |
4.91e-08 |
6.012 |
| Metro |
8 |
8.296 |
8.18e-07 |
26.859 |
| Metro |
15 |
10.144 |
2.75e-08 |
11.036 |
| Metro |
30 |
6.716 |
9.83e-06 |
146.771 |
| DEMetro_Z |
2 |
4.753 |
0.00028 |
9.023 |
| DEMetro_Z |
3 |
7.897 |
1.53e-06 |
38.687 |
| DEMetro_Z |
5 |
12.689 |
4.35e-09 |
74.803 |
| DEMetro_Z |
8 |
43.205 |
2.06e-16 |
164.141 |
| DEMetro_Z |
15 |
53.228 |
9.1e-18 |
157.279 |
| DEMetro_Z |
30 |
57.591 |
4.44e-18 |
393.863 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
1.270
|
0.225
|
0.328
|
| DEMetro_Z_vs_SMC |
1
|
-6.607
|
1.18e-05
|
-1.706
|
| DEMetro_Z_vs_SMC |
2
|
-9.331
|
2.19e-07
|
-2.409
|
| DEMetro_Z_vs_SMC |
3
|
3.819
|
0.00188
|
0.986
|
| DEMetro_Z_vs_SMC |
4
|
3.618
|
0.0028
|
0.934
|
| DEMetro_Z_vs_SMC |
5
|
7.748
|
1.98e-06
|
2.000
|
| HMC_vs_Metro |
0
|
1.275
|
0.223
|
0.329
|
| HMC_vs_Metro |
1
|
0.097
|
0.924
|
0.025
|
| HMC_vs_Metro |
2
|
-0.338
|
0.741
|
-0.087
|
| HMC_vs_Metro |
3
|
-1.922
|
0.0752
|
-0.496
|
| HMC_vs_Metro |
4
|
-0.588
|
0.566
|
-0.152
|
| HMC_vs_Metro |
5
|
-4.794
|
0.000286
|
-1.238
|
| Metro_vs_DEMetro_Z |
0
|
-3.475
|
0.00372
|
-0.897
|
| Metro_vs_DEMetro_Z |
1
|
-7.236
|
4.32e-06
|
-1.868
|
| Metro_vs_DEMetro_Z |
2
|
-12.212
|
7.46e-09
|
-3.153
|
| Metro_vs_DEMetro_Z |
3
|
-30.912
|
2.76e-14
|
-7.982
|
| Metro_vs_DEMetro_Z |
4
|
-42.068
|
3.86e-16
|
-10.862
|
| Metro_vs_DEMetro_Z |
5
|
-10.760
|
3.74e-08
|
-2.778
|
| HMC_vs_SMC |
0
|
-1.109
|
0.286
|
-0.286
|
| HMC_vs_SMC |
1
|
-28.235
|
9.62e-14
|
-7.290
|
| HMC_vs_SMC |
2
|
-57.132
|
5.44e-18
|
-14.752
|
| HMC_vs_SMC |
3
|
-24.298
|
7.57e-13
|
-6.274
|
| HMC_vs_SMC |
4
|
-67.255
|
5.59e-19
|
-17.365
|
| HMC_vs_SMC |
5
|
-31.288
|
2.33e-14
|
-8.079
|
| Metro_vs_SMC |
0
|
-4.173
|
0.000938
|
-1.078
|
| Metro_vs_SMC |
1
|
-25.142
|
4.74e-13
|
-6.492
|
| Metro_vs_SMC |
2
|
-63.633
|
1.21e-18
|
-16.430
|
| Metro_vs_SMC |
3
|
-30.857
|
2.83e-14
|
-7.967
|
| Metro_vs_SMC |
4
|
-78.304
|
6.68e-20
|
-20.218
|
| Metro_vs_SMC |
5
|
-8.409
|
7.63e-07
|
-2.171
|
| HMC_vs_DEMetro_Z |
0
|
-1.607
|
0.13
|
-0.415
|
| HMC_vs_DEMetro_Z |
1
|
-7.020
|
6.06e-06
|
-1.813
|
| HMC_vs_DEMetro_Z |
2
|
-11.074
|
2.6e-08
|
-2.859
|
| HMC_vs_DEMetro_Z |
3
|
-26.615
|
2.17e-13
|
-6.872
|
| HMC_vs_DEMetro_Z |
4
|
-44.152
|
1.97e-16
|
-11.400
|
| HMC_vs_DEMetro_Z |
5
|
-31.230
|
2.4e-14
|
-8.063
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.034 |
0.010 |
0.005 |
4.694 |
| HMC |
3 |
0.027 |
0.014 |
0.004 |
3.211 |
| HMC |
5 |
0.032 |
0.013 |
0.004 |
5.563 |
| HMC |
8 |
0.052 |
0.013 |
0.003 |
12.511 |
| HMC |
15 |
0.044 |
0.015 |
0.003 |
9.997 |
| HMC |
30 |
0.057 |
0.014 |
0.001 |
35.946 |
| SMC |
2 |
0.045 |
0.010 |
0.005 |
6.773 |
| SMC |
3 |
0.315 |
0.014 |
0.004 |
73.742 |
| SMC |
5 |
0.483 |
0.013 |
0.004 |
133.058 |
| SMC |
8 |
0.481 |
0.013 |
0.003 |
149.555 |
| SMC |
15 |
0.432 |
0.015 |
0.003 |
145.756 |
| SMC |
30 |
0.409 |
0.014 |
0.001 |
333.048 |
| Metro |
2 |
0.023 |
0.010 |
0.005 |
2.504 |
| Metro |
3 |
0.026 |
0.014 |
0.004 |
3.118 |
| Metro |
5 |
0.034 |
0.013 |
0.004 |
6.012 |
| Metro |
8 |
0.097 |
0.013 |
0.003 |
26.859 |
| Metro |
15 |
0.047 |
0.015 |
0.003 |
11.036 |
| Metro |
30 |
0.188 |
0.014 |
0.001 |
146.771 |
| DEMetro_Z |
2 |
0.056 |
0.010 |
0.005 |
9.023 |
| DEMetro_Z |
3 |
0.172 |
0.014 |
0.004 |
38.687 |
| DEMetro_Z |
5 |
0.277 |
0.013 |
0.004 |
74.803 |
| DEMetro_Z |
8 |
0.527 |
0.013 |
0.003 |
164.141 |
| DEMetro_Z |
15 |
0.465 |
0.015 |
0.003 |
157.279 |
| DEMetro_Z |
30 |
0.481 |
0.014 |
0.001 |
393.863 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
4.503 |
0.000365 |
4.562 |
| HMC |
3 |
2.752 |
0.0148 |
3.779 |
| HMC |
5 |
2.429 |
0.0253 |
1.608 |
| HMC |
8 |
0.499 |
0.622 |
0.187 |
| HMC |
15 |
0.762 |
0.452 |
0.308 |
| HMC |
30 |
1.646 |
0.122 |
10.035 |
| SMC |
2 |
4.219 |
0.000609 |
3.755 |
| SMC |
3 |
5.351 |
0.000101 |
30.102 |
| SMC |
5 |
4.308 |
0.000688 |
10.492 |
| SMC |
8 |
11.490 |
1.6e-08 |
95.308 |
| SMC |
15 |
11.550 |
1.83e-09 |
9.569 |
| SMC |
30 |
30.993 |
1.47e-14 |
71.028 |
| Metro |
2 |
1.082 |
0.298 |
24.000 |
| Metro |
3 |
1.870 |
0.0821 |
4.412 |
| Metro |
5 |
3.938 |
0.00091 |
2.663 |
| Metro |
8 |
4.231 |
0.000399 |
2.497 |
| Metro |
15 |
2.244 |
0.0346 |
0.681 |
| Metro |
30 |
6.466 |
7.36e-06 |
6.185 |
| DEMetro_Z |
2 |
5.438 |
6.07e-05 |
6.160 |
| DEMetro_Z |
3 |
3.156 |
0.00699 |
19.331 |
| DEMetro_Z |
5 |
3.214 |
0.00623 |
45.079 |
| DEMetro_Z |
8 |
4.667 |
0.000363 |
215.855 |
| DEMetro_Z |
15 |
8.333 |
7.89e-07 |
29.822 |
| DEMetro_Z |
30 |
13.809 |
1.51e-09 |
374.944 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-1.135
|
0.276
|
-0.293
|
| HMC_vs_DEMetro_Z |
1
|
-2.675
|
0.0181
|
-0.691
|
| HMC_vs_DEMetro_Z |
2
|
-3.123
|
0.00748
|
-0.806
|
| HMC_vs_DEMetro_Z |
3
|
-4.666
|
0.000364
|
-1.205
|
| HMC_vs_DEMetro_Z |
4
|
-8.723
|
4.93e-07
|
-2.252
|
| HMC_vs_DEMetro_Z |
5
|
-14.187
|
1.06e-09
|
-3.663
|
| Metro_vs_SMC |
0
|
0.932
|
0.367
|
0.241
|
| Metro_vs_SMC |
1
|
-4.097
|
0.00109
|
-1.058
|
| Metro_vs_SMC |
2
|
-2.911
|
0.0114
|
-0.751
|
| Metro_vs_SMC |
3
|
-11.242
|
2.15e-08
|
-2.903
|
| Metro_vs_SMC |
4
|
-10.552
|
4.78e-08
|
-2.725
|
| Metro_vs_SMC |
5
|
-23.738
|
1.04e-12
|
-6.129
|
| Metro_vs_DEMetro_Z |
0
|
0.800
|
0.437
|
0.207
|
| Metro_vs_DEMetro_Z |
1
|
-2.318
|
0.0361
|
-0.598
|
| Metro_vs_DEMetro_Z |
2
|
-3.040
|
0.00882
|
-0.785
|
| Metro_vs_DEMetro_Z |
3
|
-4.602
|
0.000411
|
-1.188
|
| Metro_vs_DEMetro_Z |
4
|
-8.095
|
1.19e-06
|
-2.090
|
| Metro_vs_DEMetro_Z |
5
|
-13.666
|
1.73e-09
|
-3.529
|
| HMC_vs_Metro |
0
|
-0.875
|
0.396
|
-0.226
|
| HMC_vs_Metro |
1
|
-0.214
|
0.834
|
-0.055
|
| HMC_vs_Metro |
2
|
-2.138
|
0.0506
|
-0.552
|
| HMC_vs_Metro |
3
|
-3.766
|
0.00208
|
-0.972
|
| HMC_vs_Metro |
4
|
-1.258
|
0.229
|
-0.325
|
| HMC_vs_Metro |
5
|
0.613
|
0.55
|
0.158
|
| HMC_vs_SMC |
0
|
0.540
|
0.597
|
0.140
|
| HMC_vs_SMC |
1
|
-4.200
|
0.000891
|
-1.084
|
| HMC_vs_SMC |
2
|
-3.640
|
0.00268
|
-0.940
|
| HMC_vs_SMC |
3
|
-11.517
|
1.58e-08
|
-2.974
|
| HMC_vs_SMC |
4
|
-10.432
|
5.52e-08
|
-2.694
|
| HMC_vs_SMC |
5
|
-8.785
|
4.53e-07
|
-2.268
|
| DEMetro_Z_vs_SMC |
0
|
1.661
|
0.119
|
0.429
|
| DEMetro_Z_vs_SMC |
1
|
-1.205
|
0.248
|
-0.311
|
| DEMetro_Z_vs_SMC |
2
|
2.446
|
0.0283
|
0.632
|
| DEMetro_Z_vs_SMC |
3
|
2.654
|
0.0189
|
0.685
|
| DEMetro_Z_vs_SMC |
4
|
5.470
|
8.26e-05
|
1.412
|
| DEMetro_Z_vs_SMC |
5
|
11.092
|
2.55e-08
|
2.864
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.221 |
0.047 |
0.038 |
4.562 |
| HMC |
3 |
0.173 |
0.085 |
0.023 |
3.779 |
| HMC |
5 |
0.162 |
0.082 |
0.050 |
1.608 |
| HMC |
8 |
0.102 |
0.091 |
0.060 |
0.187 |
| HMC |
15 |
0.120 |
0.091 |
0.095 |
0.308 |
| HMC |
30 |
0.236 |
0.067 |
0.017 |
10.035 |
| SMC |
2 |
0.191 |
0.047 |
0.038 |
3.755 |
| SMC |
3 |
0.789 |
0.085 |
0.023 |
30.102 |
| SMC |
5 |
0.603 |
0.082 |
0.050 |
10.492 |
| SMC |
8 |
5.821 |
0.091 |
0.060 |
95.308 |
| SMC |
15 |
0.996 |
0.091 |
0.095 |
9.569 |
| SMC |
30 |
1.265 |
0.067 |
0.017 |
71.028 |
| Metro |
2 |
0.965 |
0.047 |
0.038 |
24.000 |
| Metro |
3 |
0.188 |
0.085 |
0.023 |
4.412 |
| Metro |
5 |
0.214 |
0.082 |
0.050 |
2.663 |
| Metro |
8 |
0.241 |
0.091 |
0.060 |
2.497 |
| Metro |
15 |
0.155 |
0.091 |
0.095 |
0.681 |
| Metro |
30 |
0.171 |
0.067 |
0.017 |
6.185 |
| DEMetro_Z |
2 |
0.283 |
0.047 |
0.038 |
6.160 |
| DEMetro_Z |
3 |
0.537 |
0.085 |
0.023 |
19.331 |
| DEMetro_Z |
5 |
2.319 |
0.082 |
0.050 |
45.079 |
| DEMetro_Z |
8 |
13.068 |
0.091 |
0.060 |
215.855 |
| DEMetro_Z |
15 |
2.913 |
0.091 |
0.095 |
29.822 |
| DEMetro_Z |
30 |
6.392 |
0.067 |
0.017 |
374.944 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
0.715 |
0.484 |
0.642 |
| HMC |
3 |
0.137 |
0.892 |
0.040 |
| HMC |
5 |
0.823 |
0.423 |
1.448 |
| HMC |
8 |
-1.322 |
0.207 |
-0.342 |
| HMC |
15 |
-0.947 |
0.359 |
-0.246 |
| HMC |
30 |
0.552 |
0.586 |
0.232 |
| SMC |
2 |
-1.382 |
0.188 |
-0.358 |
| SMC |
3 |
3.682 |
0.00133 |
1.983 |
| SMC |
5 |
5.874 |
2.65e-05 |
6.644 |
| SMC |
8 |
20.709 |
6.66e-12 |
383.981 |
| SMC |
15 |
18.108 |
1.27e-14 |
5.340 |
| SMC |
30 |
105.617 |
4.32e-23 |
139.760 |
| Metro |
2 |
0.880 |
0.394 |
2.838 |
| Metro |
3 |
0.509 |
0.615 |
0.183 |
| Metro |
5 |
0.837 |
0.416 |
1.475 |
| Metro |
8 |
-1.134 |
0.276 |
-0.294 |
| Metro |
15 |
-1.052 |
0.311 |
-0.272 |
| Metro |
30 |
-0.346 |
0.732 |
-0.103 |
| DEMetro_Z |
2 |
-1.345 |
0.2 |
-0.349 |
| DEMetro_Z |
3 |
1.400 |
0.183 |
3.657 |
| DEMetro_Z |
5 |
2.386 |
0.0315 |
7.063 |
| DEMetro_Z |
8 |
2.411 |
0.0302 |
133.704 |
| DEMetro_Z |
15 |
0.949 |
0.353 |
0.277 |
| DEMetro_Z |
30 |
6.715 |
9.25e-06 |
21.797 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
1.159
|
0.266
|
0.299
|
| HMC_vs_SMC |
1
|
-3.816
|
0.00189
|
-0.985
|
| HMC_vs_SMC |
2
|
-5.630
|
6.21e-05
|
-1.454
|
| HMC_vs_SMC |
3
|
-20.730
|
6.61e-12
|
-5.352
|
| HMC_vs_SMC |
4
|
-38.028
|
1.57e-15
|
-9.819
|
| HMC_vs_SMC |
5
|
-89.474
|
1.04e-20
|
-23.102
|
| Metro_vs_DEMetro_Z |
0
|
0.990
|
0.339
|
0.256
|
| Metro_vs_DEMetro_Z |
1
|
-1.320
|
0.208
|
-0.341
|
| Metro_vs_DEMetro_Z |
2
|
-2.083
|
0.0561
|
-0.538
|
| Metro_vs_DEMetro_Z |
3
|
-2.416
|
0.0299
|
-0.624
|
| Metro_vs_DEMetro_Z |
4
|
-4.032
|
0.00124
|
-1.041
|
| Metro_vs_DEMetro_Z |
5
|
-6.869
|
7.7e-06
|
-1.774
|
| HMC_vs_Metro |
0
|
-0.647
|
0.528
|
-0.167
|
| HMC_vs_Metro |
1
|
-0.653
|
0.525
|
-0.169
|
| HMC_vs_Metro |
2
|
-1.752
|
0.102
|
-0.452
|
| HMC_vs_Metro |
3
|
-1.978
|
0.068
|
-0.511
|
| HMC_vs_Metro |
4
|
1.095
|
0.292
|
0.283
|
| HMC_vs_Metro |
5
|
0.999
|
0.335
|
0.258
|
| HMC_vs_DEMetro_Z |
0
|
1.148
|
0.27
|
0.296
|
| HMC_vs_DEMetro_Z |
1
|
-1.386
|
0.188
|
-0.358
|
| HMC_vs_DEMetro_Z |
2
|
-2.095
|
0.0548
|
-0.541
|
| HMC_vs_DEMetro_Z |
3
|
-2.417
|
0.0299
|
-0.624
|
| HMC_vs_DEMetro_Z |
4
|
-4.216
|
0.000862
|
-1.089
|
| HMC_vs_DEMetro_Z |
5
|
-6.598
|
1.19e-05
|
-1.704
|
| Metro_vs_SMC |
0
|
0.993
|
0.338
|
0.256
|
| Metro_vs_SMC |
1
|
-3.517
|
0.00342
|
-0.908
|
| Metro_vs_SMC |
2
|
-5.573
|
6.87e-05
|
-1.439
|
| Metro_vs_SMC |
3
|
-20.721
|
6.65e-12
|
-5.350
|
| Metro_vs_SMC |
4
|
-39.211
|
1.02e-15
|
-10.124
|
| Metro_vs_SMC |
5
|
-105.596
|
1.02e-21
|
-27.265
|
| DEMetro_Z_vs_SMC |
0
|
0.726
|
0.48
|
0.187
|
| DEMetro_Z_vs_SMC |
1
|
0.693
|
0.5
|
0.179
|
| DEMetro_Z_vs_SMC |
2
|
0.146
|
0.886
|
0.038
|
| DEMetro_Z_vs_SMC |
3
|
-4.617
|
0.000399
|
-1.192
|
| DEMetro_Z_vs_SMC |
4
|
-28.170
|
9.94e-14
|
-7.273
|
| DEMetro_Z_vs_SMC |
5
|
-32.905
|
1.16e-14
|
-8.496
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
50.977 |
21.314 |
46.211 |
0.642 |
| HMC |
3 |
8.791 |
8.077 |
17.919 |
0.040 |
| HMC |
5 |
86.158 |
17.798 |
47.221 |
1.448 |
| HMC |
8 |
5.800 |
30.578 |
72.429 |
-0.342 |
| HMC |
15 |
12.034 |
73.927 |
251.794 |
-0.246 |
| HMC |
30 |
12.273 |
8.923 |
14.446 |
0.232 |
| SMC |
2 |
4.749 |
21.314 |
46.211 |
-0.358 |
| SMC |
3 |
43.619 |
8.077 |
17.919 |
1.983 |
| SMC |
5 |
331.523 |
17.798 |
47.221 |
6.644 |
| SMC |
8 |
27841.809 |
30.578 |
72.429 |
383.981 |
| SMC |
15 |
1418.453 |
73.927 |
251.794 |
5.340 |
| SMC |
30 |
2027.886 |
8.923 |
14.446 |
139.760 |
| Metro |
2 |
152.451 |
21.314 |
46.211 |
2.838 |
| Metro |
3 |
11.348 |
8.077 |
17.919 |
0.183 |
| Metro |
5 |
87.445 |
17.798 |
47.221 |
1.475 |
| Metro |
8 |
9.262 |
30.578 |
72.429 |
-0.294 |
| Metro |
15 |
5.527 |
73.927 |
251.794 |
-0.272 |
| Metro |
30 |
7.430 |
8.923 |
14.446 |
-0.103 |
| DEMetro_Z |
2 |
5.187 |
21.314 |
46.211 |
-0.349 |
| DEMetro_Z |
3 |
73.601 |
8.077 |
17.919 |
3.657 |
| DEMetro_Z |
5 |
351.299 |
17.798 |
47.221 |
7.063 |
| DEMetro_Z |
8 |
9714.609 |
30.578 |
72.429 |
133.704 |
| DEMetro_Z |
15 |
143.699 |
73.927 |
251.794 |
0.277 |
| DEMetro_Z |
30 |
323.801 |
8.923 |
14.446 |
21.797 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
2.782 |
0.0135 |
2.936 |
| HMC |
3 |
4.968 |
0.000139 |
4.941 |
| HMC |
5 |
2.786 |
0.0122 |
2.003 |
| HMC |
8 |
1.989 |
0.0567 |
0.761 |
| HMC |
15 |
1.454 |
0.167 |
2.685 |
| HMC |
30 |
1.651 |
0.121 |
21.440 |
| SMC |
2 |
4.891 |
5.08e-05 |
2.240 |
| SMC |
3 |
8.080 |
1.21e-06 |
82.800 |
| SMC |
5 |
17.565 |
6.1e-11 |
196.259 |
| SMC |
8 |
38.063 |
1.55e-15 |
2244.089 |
| SMC |
15 |
69.543 |
2.9e-19 |
344.872 |
| SMC |
30 |
199.509 |
1.2e-25 |
1315.244 |
| Metro |
2 |
1.102 |
0.289 |
11.883 |
| Metro |
3 |
2.898 |
0.0114 |
6.377 |
| Metro |
5 |
4.600 |
0.000225 |
3.358 |
| Metro |
8 |
5.616 |
3.28e-05 |
4.852 |
| Metro |
15 |
4.644 |
0.000149 |
2.715 |
| Metro |
30 |
3.973 |
0.00137 |
16.773 |
| DEMetro_Z |
2 |
5.437 |
2.43e-05 |
3.216 |
| DEMetro_Z |
3 |
2.359 |
0.0334 |
44.365 |
| DEMetro_Z |
5 |
3.254 |
0.00577 |
78.159 |
| DEMetro_Z |
8 |
4.527 |
0.000474 |
859.608 |
| DEMetro_Z |
15 |
7.674 |
2.2e-06 |
82.018 |
| DEMetro_Z |
30 |
12.245 |
7.2e-09 |
471.945 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
0.800
|
0.437
|
0.207
|
| Metro_vs_DEMetro_Z |
1
|
-2.018
|
0.0631
|
-0.521
|
| Metro_vs_DEMetro_Z |
2
|
-3.114
|
0.00761
|
-0.804
|
| Metro_vs_DEMetro_Z |
3
|
-4.495
|
0.000504
|
-1.161
|
| Metro_vs_DEMetro_Z |
4
|
-7.408
|
3.31e-06
|
-1.913
|
| Metro_vs_DEMetro_Z |
5
|
-11.947
|
9.9e-09
|
-3.085
|
| DEMetro_Z_vs_SMC |
0
|
1.912
|
0.0765
|
0.494
|
| DEMetro_Z_vs_SMC |
1
|
-2.295
|
0.0377
|
-0.592
|
| DEMetro_Z_vs_SMC |
2
|
-3.980
|
0.00137
|
-1.028
|
| DEMetro_Z_vs_SMC |
3
|
-7.491
|
2.92e-06
|
-1.934
|
| DEMetro_Z_vs_SMC |
4
|
-23.585
|
1.14e-12
|
-6.090
|
| DEMetro_Z_vs_SMC |
5
|
-21.184
|
4.92e-12
|
-5.470
|
| HMC_vs_DEMetro_Z |
0
|
-0.243
|
0.812
|
-0.063
|
| HMC_vs_DEMetro_Z |
1
|
-2.118
|
0.0525
|
-0.547
|
| HMC_vs_DEMetro_Z |
2
|
-3.170
|
0.00681
|
-0.819
|
| HMC_vs_DEMetro_Z |
3
|
-4.523
|
0.000477
|
-1.168
|
| HMC_vs_DEMetro_Z |
4
|
-7.844
|
1.72e-06
|
-2.025
|
| HMC_vs_DEMetro_Z |
5
|
-10.907
|
3.16e-08
|
-2.816
|
| HMC_vs_Metro |
0
|
-0.831
|
0.42
|
-0.215
|
| HMC_vs_Metro |
1
|
-0.628
|
0.54
|
-0.162
|
| HMC_vs_Metro |
2
|
-3.035
|
0.00891
|
-0.784
|
| HMC_vs_Metro |
3
|
-4.496
|
0.000503
|
-1.161
|
| HMC_vs_Metro |
4
|
-0.017
|
0.987
|
-0.004
|
| HMC_vs_Metro |
5
|
0.339
|
0.74
|
0.088
|
| HMC_vs_SMC |
0
|
0.604
|
0.555
|
0.156
|
| HMC_vs_SMC |
1
|
-7.468
|
3.02e-06
|
-1.928
|
| HMC_vs_SMC |
2
|
-17.671
|
5.72e-11
|
-4.563
|
| HMC_vs_SMC |
3
|
-38.117
|
1.52e-15
|
-9.842
|
| HMC_vs_SMC |
4
|
-63.647
|
1.21e-18
|
-16.433
|
| HMC_vs_SMC |
5
|
-69.731
|
3.37e-19
|
-18.004
|
| Metro_vs_SMC |
0
|
0.908
|
0.379
|
0.234
|
| Metro_vs_SMC |
1
|
-7.553
|
2.66e-06
|
-1.950
|
| Metro_vs_SMC |
2
|
-17.426
|
6.9e-11
|
-4.499
|
| Metro_vs_SMC |
3
|
-37.979
|
1.6e-15
|
-9.806
|
| Metro_vs_SMC |
4
|
-67.314
|
5.52e-19
|
-17.380
|
| Metro_vs_SMC |
5
|
-151.213
|
6.73e-24
|
-39.043
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.358 |
0.145 |
0.072 |
2.936 |
| HMC |
3 |
0.269 |
0.137 |
0.027 |
4.941 |
| HMC |
5 |
0.238 |
0.138 |
0.050 |
2.003 |
| HMC |
8 |
0.188 |
0.146 |
0.055 |
0.761 |
| HMC |
15 |
0.362 |
0.146 |
0.081 |
2.685 |
| HMC |
30 |
0.678 |
0.121 |
0.026 |
21.440 |
| SMC |
2 |
0.307 |
0.145 |
0.072 |
2.240 |
| SMC |
3 |
2.340 |
0.137 |
0.027 |
82.800 |
| SMC |
5 |
10.001 |
0.138 |
0.050 |
196.259 |
| SMC |
8 |
123.072 |
0.146 |
0.055 |
2244.089 |
| SMC |
15 |
27.961 |
0.146 |
0.081 |
344.872 |
| SMC |
30 |
34.312 |
0.121 |
0.026 |
1315.244 |
| Metro |
2 |
1.005 |
0.145 |
0.072 |
11.883 |
| Metro |
3 |
0.307 |
0.137 |
0.027 |
6.377 |
| Metro |
5 |
0.307 |
0.138 |
0.050 |
3.358 |
| Metro |
8 |
0.412 |
0.146 |
0.055 |
4.852 |
| Metro |
15 |
0.365 |
0.146 |
0.081 |
2.715 |
| Metro |
30 |
0.557 |
0.121 |
0.026 |
16.773 |
| DEMetro_Z |
2 |
0.378 |
0.145 |
0.072 |
3.216 |
| DEMetro_Z |
3 |
1.318 |
0.137 |
0.027 |
44.365 |
| DEMetro_Z |
5 |
4.066 |
0.138 |
0.050 |
78.159 |
| DEMetro_Z |
8 |
47.233 |
0.146 |
0.055 |
859.608 |
| DEMetro_Z |
15 |
6.761 |
0.146 |
0.081 |
82.018 |
| DEMetro_Z |
30 |
12.390 |
0.121 |
0.026 |
471.945 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2 |
5.326 |
6.93e-05 |
5.409 |
| HMC |
3 |
3.928 |
0.00136 |
5.805 |
| HMC |
5 |
4.636 |
0.000325 |
6.557 |
| HMC |
8 |
3.546 |
0.0029 |
4.643 |
| HMC |
15 |
2.247 |
0.0412 |
13.127 |
| HMC |
30 |
2.520 |
0.0245 |
64.169 |
| SMC |
2 |
4.805 |
0.000209 |
5.375 |
| SMC |
3 |
13.240 |
2.42e-09 |
59.891 |
| SMC |
5 |
73.467 |
3.24e-20 |
126.412 |
| SMC |
8 |
84.408 |
4.71e-21 |
149.599 |
| SMC |
15 |
136.991 |
1.38e-25 |
147.713 |
| SMC |
30 |
124.526 |
4.65e-23 |
336.459 |
| Metro |
2 |
2.818 |
0.0125 |
3.034 |
| Metro |
3 |
4.133 |
0.000714 |
3.542 |
| Metro |
5 |
5.657 |
4.04e-05 |
6.494 |
| Metro |
8 |
6.432 |
1.4e-05 |
15.330 |
| Metro |
15 |
7.227 |
3.77e-06 |
16.382 |
| Metro |
30 |
5.524 |
7.47e-05 |
71.172 |
| DEMetro_Z |
2 |
4.577 |
0.000369 |
6.669 |
| DEMetro_Z |
3 |
3.396 |
0.00433 |
19.857 |
| DEMetro_Z |
5 |
6.167 |
2.44e-05 |
71.611 |
| DEMetro_Z |
8 |
49.140 |
3.22e-17 |
172.515 |
| DEMetro_Z |
15 |
25.968 |
2.83e-13 |
161.032 |
| DEMetro_Z |
30 |
43.448 |
2.37e-16 |
427.661 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
0.739
|
0.472
|
0.191
|
| DEMetro_Z_vs_SMC |
1
|
-6.131
|
2.6e-05
|
-1.583
|
| DEMetro_Z_vs_SMC |
2
|
-4.838
|
0.000263
|
-1.249
|
| DEMetro_Z_vs_SMC |
3
|
6.346
|
1.81e-05
|
1.638
|
| DEMetro_Z_vs_SMC |
4
|
2.150
|
0.0495
|
0.555
|
| DEMetro_Z_vs_SMC |
5
|
8.567
|
6.11e-07
|
2.212
|
| HMC_vs_Metro |
0
|
1.778
|
0.0972
|
0.459
|
| HMC_vs_Metro |
1
|
1.478
|
0.161
|
0.382
|
| HMC_vs_Metro |
2
|
0.050
|
0.961
|
0.013
|
| HMC_vs_Metro |
3
|
-3.983
|
0.00136
|
-1.029
|
| HMC_vs_Metro |
4
|
-0.634
|
0.536
|
-0.164
|
| HMC_vs_Metro |
5
|
-0.245
|
0.81
|
-0.063
|
| Metro_vs_DEMetro_Z |
0
|
-1.849
|
0.0857
|
-0.477
|
| Metro_vs_DEMetro_Z |
1
|
-2.943
|
0.0107
|
-0.760
|
| Metro_vs_DEMetro_Z |
2
|
-5.830
|
4.37e-05
|
-1.505
|
| Metro_vs_DEMetro_Z |
3
|
-39.685
|
8.67e-16
|
-10.247
|
| Metro_vs_DEMetro_Z |
4
|
-23.048
|
1.56e-12
|
-5.951
|
| Metro_vs_DEMetro_Z |
5
|
-25.114
|
4.81e-13
|
-6.485
|
| HMC_vs_SMC |
0
|
0.021
|
0.984
|
0.005
|
| HMC_vs_SMC |
1
|
-10.222
|
7.11e-08
|
-2.639
|
| HMC_vs_SMC |
2
|
-58.940
|
3.52e-18
|
-15.218
|
| HMC_vs_SMC |
3
|
-59.003
|
3.47e-18
|
-15.235
|
| HMC_vs_SMC |
4
|
-23.183
|
1.44e-12
|
-5.986
|
| HMC_vs_SMC |
5
|
-10.565
|
4.71e-08
|
-2.728
|
| Metro_vs_SMC |
0
|
-2.311
|
0.0366
|
-0.597
|
| Metro_vs_SMC |
1
|
-11.644
|
1.38e-08
|
-3.006
|
| Metro_vs_SMC |
2
|
-54.450
|
1.06e-17
|
-14.059
|
| Metro_vs_SMC |
3
|
-49.879
|
3.61e-17
|
-12.879
|
| Metro_vs_SMC |
4
|
-55.603
|
7.94e-18
|
-14.357
|
| Metro_vs_SMC |
5
|
-20.315
|
8.7e-12
|
-5.245
|
| HMC_vs_DEMetro_Z |
0
|
-0.750
|
0.466
|
-0.194
|
| HMC_vs_DEMetro_Z |
1
|
-2.411
|
0.0302
|
-0.622
|
| HMC_vs_DEMetro_Z |
2
|
-5.863
|
4.13e-05
|
-1.514
|
| HMC_vs_DEMetro_Z |
3
|
-39.924
|
7.98e-16
|
-10.308
|
| HMC_vs_DEMetro_Z |
4
|
-20.691
|
6.78e-12
|
-5.342
|
| HMC_vs_DEMetro_Z |
5
|
-14.546
|
7.64e-10
|
-3.756
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2 |
0.038 |
0.010 |
0.005 |
5.409 |
| HMC |
3 |
0.037 |
0.014 |
0.004 |
5.805 |
| HMC |
5 |
0.036 |
0.013 |
0.004 |
6.557 |
| HMC |
8 |
0.028 |
0.013 |
0.003 |
4.643 |
| HMC |
15 |
0.053 |
0.015 |
0.003 |
13.127 |
| HMC |
30 |
0.090 |
0.014 |
0.001 |
64.169 |
| SMC |
2 |
0.037 |
0.010 |
0.005 |
5.375 |
| SMC |
3 |
0.258 |
0.014 |
0.004 |
59.891 |
| SMC |
5 |
0.460 |
0.013 |
0.004 |
126.412 |
| SMC |
8 |
0.481 |
0.013 |
0.003 |
149.599 |
| SMC |
15 |
0.438 |
0.015 |
0.003 |
147.713 |
| SMC |
30 |
0.413 |
0.014 |
0.001 |
336.459 |
| Metro |
2 |
0.025 |
0.010 |
0.005 |
3.034 |
| Metro |
3 |
0.028 |
0.014 |
0.004 |
3.542 |
| Metro |
5 |
0.036 |
0.013 |
0.004 |
6.494 |
| Metro |
8 |
0.061 |
0.013 |
0.003 |
15.330 |
| Metro |
15 |
0.062 |
0.015 |
0.003 |
16.382 |
| Metro |
30 |
0.099 |
0.014 |
0.001 |
71.172 |
| DEMetro_Z |
2 |
0.044 |
0.010 |
0.005 |
6.669 |
| DEMetro_Z |
3 |
0.095 |
0.014 |
0.004 |
19.857 |
| DEMetro_Z |
5 |
0.266 |
0.013 |
0.004 |
71.611 |
| DEMetro_Z |
8 |
0.553 |
0.013 |
0.003 |
172.515 |
| DEMetro_Z |
15 |
0.476 |
0.015 |
0.003 |
161.032 |
| DEMetro_Z |
30 |
0.521 |
0.014 |
0.001 |
427.661 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Varying_Mode_Distance_with_Dim_and_Corr
(Mixture,
mm,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
4.452 |
0.000517 |
10.547 |
| HMC |
4 |
5.345 |
8.81e-05 |
9.008 |
| HMC |
6 |
5.220 |
0.000108 |
8.011 |
| HMC |
8 |
5.638 |
4.55e-05 |
7.334 |
| HMC |
10 |
7.348 |
2.99e-06 |
14.751 |
| HMC |
12 |
4.978 |
0.00018 |
9.134 |
| SMC |
0 |
1.486 |
0.15 |
0.667 |
| SMC |
4 |
-0.300 |
0.767 |
-0.115 |
| SMC |
6 |
0.780 |
0.443 |
0.358 |
| SMC |
8 |
-0.617 |
0.543 |
-0.196 |
| SMC |
10 |
0.649 |
0.523 |
0.321 |
| SMC |
12 |
0.365 |
0.718 |
0.116 |
| Metro |
0 |
4.971 |
0.000205 |
62.275 |
| Metro |
4 |
5.285 |
0.000114 |
33.432 |
| Metro |
6 |
5.555 |
7.05e-05 |
55.734 |
| Metro |
8 |
4.349 |
0.000664 |
37.867 |
| Metro |
10 |
4.122 |
0.00103 |
25.256 |
| Metro |
12 |
4.388 |
0.000616 |
35.601 |
| DEMetro_Z |
0 |
27.713 |
1.24e-13 |
660.741 |
| DEMetro_Z |
4 |
29.406 |
5.46e-14 |
638.320 |
| DEMetro_Z |
6 |
38.496 |
1.31e-15 |
655.302 |
| DEMetro_Z |
8 |
26.578 |
2.2e-13 |
593.101 |
| DEMetro_Z |
10 |
23.213 |
1.41e-12 |
660.481 |
| DEMetro_Z |
12 |
25.881 |
3.16e-13 |
460.556 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-26.963
|
1.82e-13
|
-6.962
|
| HMC_vs_DEMetro_Z |
1
|
-28.895
|
7e-14
|
-7.461
|
| HMC_vs_DEMetro_Z |
2
|
-38.542
|
1.3e-15
|
-9.951
|
| HMC_vs_DEMetro_Z |
3
|
-26.192
|
2.7e-13
|
-6.763
|
| HMC_vs_DEMetro_Z |
4
|
-22.598
|
2.04e-12
|
-5.835
|
| HMC_vs_DEMetro_Z |
5
|
-26.464
|
2.35e-13
|
-6.833
|
| Metro_vs_SMC |
0
|
4.896
|
0.000236
|
1.264
|
| Metro_vs_SMC |
1
|
5.336
|
0.000105
|
1.378
|
| Metro_vs_SMC |
2
|
5.570
|
6.91e-05
|
1.438
|
| Metro_vs_SMC |
3
|
4.404
|
0.0006
|
1.137
|
| Metro_vs_SMC |
4
|
4.069
|
0.00115
|
1.051
|
| Metro_vs_SMC |
5
|
4.375
|
0.000635
|
1.130
|
| Metro_vs_DEMetro_Z |
0
|
-19.820
|
1.22e-11
|
-5.118
|
| Metro_vs_DEMetro_Z |
1
|
-25.922
|
3.12e-13
|
-6.693
|
| Metro_vs_DEMetro_Z |
2
|
-31.036
|
2.61e-14
|
-8.013
|
| Metro_vs_DEMetro_Z |
3
|
-21.007
|
5.52e-12
|
-5.424
|
| Metro_vs_DEMetro_Z |
4
|
-23.460
|
1.22e-12
|
-6.057
|
| Metro_vs_DEMetro_Z |
5
|
-23.630
|
1.11e-12
|
-6.101
|
| HMC_vs_Metro |
0
|
-4.175
|
0.000935
|
-1.078
|
| HMC_vs_Metro |
1
|
-3.660
|
0.00257
|
-0.945
|
| HMC_vs_Metro |
2
|
-4.634
|
0.000387
|
-1.196
|
| HMC_vs_Metro |
3
|
-3.353
|
0.00473
|
-0.866
|
| HMC_vs_Metro |
4
|
-1.473
|
0.163
|
-0.380
|
| HMC_vs_Metro |
5
|
-3.109
|
0.0077
|
-0.803
|
| HMC_vs_SMC |
0
|
3.863
|
0.00172
|
0.997
|
| HMC_vs_SMC |
1
|
5.753
|
5e-05
|
1.485
|
| HMC_vs_SMC |
2
|
4.858
|
0.000253
|
1.254
|
| HMC_vs_SMC |
3
|
6.166
|
2.45e-05
|
1.592
|
| HMC_vs_SMC |
4
|
7.294
|
3.95e-06
|
1.883
|
| HMC_vs_SMC |
5
|
4.835
|
0.000264
|
1.249
|
| DEMetro_Z_vs_SMC |
0
|
27.649
|
1.28e-13
|
7.139
|
| DEMetro_Z_vs_SMC |
1
|
29.365
|
5.6e-14
|
7.582
|
| DEMetro_Z_vs_SMC |
2
|
38.098
|
1.53e-15
|
9.837
|
| DEMetro_Z_vs_SMC |
3
|
26.567
|
2.22e-13
|
6.860
|
| DEMetro_Z_vs_SMC |
4
|
23.267
|
1.37e-12
|
6.007
|
| DEMetro_Z_vs_SMC |
5
|
25.772
|
3.38e-13
|
6.654
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.113 |
0.016 |
0.009 |
10.547 |
| HMC |
4 |
0.109 |
0.016 |
0.010 |
9.008 |
| HMC |
6 |
0.097 |
0.019 |
0.010 |
8.011 |
| HMC |
8 |
0.101 |
0.020 |
0.011 |
7.334 |
| HMC |
10 |
0.168 |
0.017 |
0.010 |
14.751 |
| HMC |
12 |
0.145 |
0.023 |
0.013 |
9.134 |
| SMC |
0 |
0.022 |
0.016 |
0.009 |
0.667 |
| SMC |
4 |
0.015 |
0.016 |
0.010 |
-0.115 |
| SMC |
6 |
0.023 |
0.019 |
0.010 |
0.358 |
| SMC |
8 |
0.017 |
0.020 |
0.011 |
-0.196 |
| SMC |
10 |
0.021 |
0.017 |
0.010 |
0.321 |
| SMC |
12 |
0.024 |
0.023 |
0.013 |
0.116 |
| Metro |
0 |
0.591 |
0.016 |
0.009 |
62.275 |
| Metro |
4 |
0.362 |
0.016 |
0.010 |
33.432 |
| Metro |
6 |
0.563 |
0.019 |
0.010 |
55.734 |
| Metro |
8 |
0.438 |
0.020 |
0.011 |
37.867 |
| Metro |
10 |
0.275 |
0.017 |
0.010 |
25.256 |
| Metro |
12 |
0.498 |
0.023 |
0.013 |
35.601 |
| DEMetro_Z |
0 |
6.116 |
0.016 |
0.009 |
660.741 |
| DEMetro_Z |
4 |
6.633 |
0.016 |
0.010 |
638.320 |
| DEMetro_Z |
6 |
6.417 |
0.019 |
0.010 |
655.302 |
| DEMetro_Z |
8 |
6.567 |
0.020 |
0.011 |
593.101 |
| DEMetro_Z |
10 |
6.746 |
0.017 |
0.010 |
660.481 |
| DEMetro_Z |
12 |
6.176 |
0.023 |
0.013 |
460.556 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
3.167 |
0.00645 |
4.806 |
| HMC |
4 |
4.060 |
0.00102 |
5.616 |
| HMC |
6 |
5.146 |
9.55e-05 |
5.010 |
| HMC |
8 |
5.643 |
5.56e-05 |
13.550 |
| HMC |
10 |
5.984 |
2.86e-05 |
11.341 |
| HMC |
12 |
4.271 |
0.000718 |
8.195 |
| SMC |
0 |
0.484 |
0.632 |
0.206 |
| SMC |
4 |
0.742 |
0.464 |
0.262 |
| SMC |
6 |
-1.982 |
0.0595 |
-0.601 |
| SMC |
8 |
4.089 |
0.000583 |
2.505 |
| SMC |
10 |
0.083 |
0.935 |
0.032 |
| SMC |
12 |
-0.253 |
0.802 |
-0.094 |
| Metro |
0 |
2.988 |
0.00977 |
47.060 |
| Metro |
4 |
5.112 |
0.000157 |
33.325 |
| Metro |
6 |
4.363 |
0.000644 |
27.069 |
| Metro |
8 |
2.787 |
0.0146 |
158.347 |
| Metro |
10 |
5.076 |
0.000168 |
43.077 |
| Metro |
12 |
3.244 |
0.00587 |
39.409 |
| DEMetro_Z |
0 |
24.248 |
7.79e-13 |
9870.953 |
| DEMetro_Z |
4 |
27.489 |
1.39e-13 |
11218.041 |
| DEMetro_Z |
6 |
28.787 |
7.37e-14 |
8252.915 |
| DEMetro_Z |
8 |
29.590 |
5.05e-14 |
27049.092 |
| DEMetro_Z |
10 |
25.020 |
5.07e-13 |
12645.064 |
| DEMetro_Z |
12 |
31.220 |
2.41e-14 |
11513.345 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
2.997
|
0.00962
|
0.774
|
| HMC_vs_SMC |
1
|
3.876
|
0.00168
|
1.001
|
| HMC_vs_SMC |
2
|
5.882
|
3.99e-05
|
1.519
|
| HMC_vs_SMC |
3
|
5.089
|
0.000165
|
1.314
|
| HMC_vs_SMC |
4
|
6.158
|
2.48e-05
|
1.590
|
| HMC_vs_SMC |
5
|
4.184
|
0.000919
|
1.080
|
| Metro_vs_DEMetro_Z |
0
|
-24.057
|
8.68e-13
|
-6.211
|
| Metro_vs_DEMetro_Z |
1
|
-27.355
|
1.49e-13
|
-7.063
|
| Metro_vs_DEMetro_Z |
2
|
-28.717
|
7.62e-14
|
-7.415
|
| Metro_vs_DEMetro_Z |
3
|
-29.146
|
6.21e-14
|
-7.525
|
| Metro_vs_DEMetro_Z |
4
|
-24.906
|
5.4e-13
|
-6.431
|
| Metro_vs_DEMetro_Z |
5
|
-31.032
|
2.62e-14
|
-8.012
|
| HMC_vs_Metro |
0
|
-2.748
|
0.0157
|
-0.709
|
| HMC_vs_Metro |
1
|
-4.126
|
0.00103
|
-1.065
|
| HMC_vs_Metro |
2
|
-3.424
|
0.00411
|
-0.884
|
| HMC_vs_Metro |
3
|
-2.543
|
0.0234
|
-0.657
|
| HMC_vs_Metro |
4
|
-3.360
|
0.00467
|
-0.868
|
| HMC_vs_Metro |
5
|
-2.573
|
0.0221
|
-0.664
|
| HMC_vs_DEMetro_Z |
0
|
-24.247
|
7.8e-13
|
-6.260
|
| HMC_vs_DEMetro_Z |
1
|
-27.465
|
1.41e-13
|
-7.091
|
| HMC_vs_DEMetro_Z |
2
|
-28.760
|
7.47e-14
|
-7.426
|
| HMC_vs_DEMetro_Z |
3
|
-29.537
|
5.17e-14
|
-7.627
|
| HMC_vs_DEMetro_Z |
4
|
-24.968
|
5.22e-13
|
-6.447
|
| HMC_vs_DEMetro_Z |
5
|
-31.248
|
2.38e-14
|
-8.068
|
| Metro_vs_SMC |
0
|
2.996
|
0.00963
|
0.774
|
| Metro_vs_SMC |
1
|
4.990
|
0.000198
|
1.289
|
| Metro_vs_SMC |
2
|
4.473
|
0.000525
|
1.155
|
| Metro_vs_SMC |
3
|
2.750
|
0.0156
|
0.710
|
| Metro_vs_SMC |
4
|
5.053
|
0.000176
|
1.305
|
| Metro_vs_SMC |
5
|
3.262
|
0.00568
|
0.842
|
| DEMetro_Z_vs_SMC |
0
|
24.252
|
7.77e-13
|
6.262
|
| DEMetro_Z_vs_SMC |
1
|
27.492
|
1.39e-13
|
7.098
|
| DEMetro_Z_vs_SMC |
2
|
28.788
|
7.37e-14
|
7.433
|
| DEMetro_Z_vs_SMC |
3
|
29.581
|
5.07e-14
|
7.638
|
| DEMetro_Z_vs_SMC |
4
|
25.018
|
5.07e-13
|
6.460
|
| DEMetro_Z_vs_SMC |
5
|
31.214
|
2.41e-14
|
8.060
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.111 |
0.029 |
0.017 |
4.806 |
| HMC |
4 |
0.105 |
0.024 |
0.014 |
5.616 |
| HMC |
6 |
0.137 |
0.036 |
0.020 |
5.010 |
| HMC |
8 |
0.099 |
0.019 |
0.006 |
13.550 |
| HMC |
10 |
0.172 |
0.031 |
0.012 |
11.341 |
| HMC |
12 |
0.143 |
0.028 |
0.014 |
8.195 |
| SMC |
0 |
0.032 |
0.029 |
0.017 |
0.206 |
| SMC |
4 |
0.028 |
0.024 |
0.014 |
0.262 |
| SMC |
6 |
0.024 |
0.036 |
0.020 |
-0.601 |
| SMC |
8 |
0.034 |
0.019 |
0.006 |
2.505 |
| SMC |
10 |
0.031 |
0.031 |
0.012 |
0.032 |
| SMC |
12 |
0.027 |
0.028 |
0.014 |
-0.094 |
| Metro |
0 |
0.832 |
0.029 |
0.017 |
47.060 |
| Metro |
4 |
0.505 |
0.024 |
0.014 |
33.325 |
| Metro |
6 |
0.578 |
0.036 |
0.020 |
27.069 |
| Metro |
8 |
0.955 |
0.019 |
0.006 |
158.347 |
| Metro |
10 |
0.569 |
0.031 |
0.012 |
43.077 |
| Metro |
12 |
0.581 |
0.028 |
0.014 |
39.409 |
| DEMetro_Z |
0 |
168.420 |
0.029 |
0.017 |
9870.953 |
| DEMetro_Z |
4 |
161.894 |
0.024 |
0.014 |
11218.041 |
| DEMetro_Z |
6 |
165.284 |
0.036 |
0.020 |
8252.915 |
| DEMetro_Z |
8 |
159.768 |
0.019 |
0.006 |
27049.092 |
| DEMetro_Z |
10 |
158.043 |
0.031 |
0.012 |
12645.064 |
| DEMetro_Z |
12 |
161.644 |
0.028 |
0.014 |
11513.345 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
5.350 |
9.76e-05 |
16.523 |
| HMC |
4 |
6.648 |
9.17e-06 |
12.784 |
| HMC |
6 |
8.332 |
5.69e-07 |
12.804 |
| HMC |
8 |
9.813 |
6.36e-08 |
13.566 |
| HMC |
10 |
7.930 |
1.37e-06 |
23.641 |
| HMC |
12 |
6.397 |
1.49e-05 |
15.355 |
| SMC |
0 |
1.821 |
0.0817 |
0.908 |
| SMC |
4 |
0.293 |
0.772 |
0.105 |
| SMC |
6 |
0.008 |
0.994 |
0.004 |
| SMC |
8 |
0.262 |
0.796 |
0.083 |
| SMC |
10 |
0.767 |
0.452 |
0.416 |
| SMC |
12 |
-0.293 |
0.772 |
-0.093 |
| Metro |
0 |
7.064 |
5.63e-06 |
106.027 |
| Metro |
4 |
9.053 |
3.07e-07 |
56.820 |
| Metro |
6 |
7.501 |
2.85e-06 |
83.941 |
| Metro |
8 |
5.759 |
4.93e-05 |
81.522 |
| Metro |
10 |
6.854 |
7.8e-06 |
55.503 |
| Metro |
12 |
5.840 |
4.28e-05 |
64.651 |
| DEMetro_Z |
0 |
66.296 |
6.79e-19 |
1874.443 |
| DEMetro_Z |
4 |
58.100 |
4.28e-18 |
1642.056 |
| DEMetro_Z |
6 |
66.025 |
7.18e-19 |
1720.803 |
| DEMetro_Z |
8 |
66.154 |
6.99e-19 |
1749.759 |
| DEMetro_Z |
10 |
59.288 |
3.23e-18 |
1904.418 |
| DEMetro_Z |
12 |
74.013 |
1.45e-19 |
1369.567 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-50.154
|
3.34e-17
|
-12.950
|
| Metro_vs_DEMetro_Z |
1
|
-54.751
|
9.85e-18
|
-14.137
|
| Metro_vs_DEMetro_Z |
2
|
-57.450
|
5.03e-18
|
-14.833
|
| Metro_vs_DEMetro_Z |
3
|
-54.845
|
9.61e-18
|
-14.161
|
| Metro_vs_DEMetro_Z |
4
|
-55.127
|
8.95e-18
|
-14.234
|
| Metro_vs_DEMetro_Z |
5
|
-66.356
|
6.74e-19
|
-17.133
|
| DEMetro_Z_vs_SMC |
0
|
66.415
|
6.66e-19
|
17.148
|
| DEMetro_Z_vs_SMC |
1
|
58.169
|
4.23e-18
|
15.019
|
| DEMetro_Z_vs_SMC |
2
|
65.654
|
7.82e-19
|
16.952
|
| DEMetro_Z_vs_SMC |
3
|
66.132
|
7.07e-19
|
17.075
|
| DEMetro_Z_vs_SMC |
4
|
58.997
|
3.47e-18
|
15.233
|
| DEMetro_Z_vs_SMC |
5
|
73.812
|
1.52e-19
|
19.058
|
| HMC_vs_DEMetro_Z |
0
|
-65.887
|
7.44e-19
|
-17.012
|
| HMC_vs_DEMetro_Z |
1
|
-56.717
|
6.02e-18
|
-14.644
|
| HMC_vs_DEMetro_Z |
2
|
-65.887
|
7.44e-19
|
-17.012
|
| HMC_vs_DEMetro_Z |
3
|
-66.831
|
6.1e-19
|
-17.256
|
| HMC_vs_DEMetro_Z |
4
|
-58.958
|
3.51e-18
|
-15.223
|
| HMC_vs_DEMetro_Z |
5
|
-73.564
|
1.6e-19
|
-18.994
|
| HMC_vs_Metro |
0
|
-5.712
|
5.37e-05
|
-1.475
|
| HMC_vs_Metro |
1
|
-6.779
|
8.9e-06
|
-1.750
|
| HMC_vs_Metro |
2
|
-6.011
|
3.19e-05
|
-1.552
|
| HMC_vs_Metro |
3
|
-4.698
|
0.000342
|
-1.213
|
| HMC_vs_Metro |
4
|
-3.157
|
0.00699
|
-0.815
|
| HMC_vs_Metro |
5
|
-4.231
|
0.000839
|
-1.092
|
| HMC_vs_SMC |
0
|
4.764
|
0.000302
|
1.230
|
| HMC_vs_SMC |
1
|
6.867
|
7.73e-06
|
1.773
|
| HMC_vs_SMC |
2
|
8.301
|
8.89e-07
|
2.143
|
| HMC_vs_SMC |
3
|
10.347
|
6.11e-08
|
2.672
|
| HMC_vs_SMC |
4
|
7.884
|
1.62e-06
|
2.036
|
| HMC_vs_SMC |
5
|
6.345
|
1.81e-05
|
1.638
|
| Metro_vs_SMC |
0
|
7.056
|
5.72e-06
|
1.822
|
| Metro_vs_SMC |
1
|
9.071
|
3.08e-07
|
2.342
|
| Metro_vs_SMC |
2
|
7.485
|
2.94e-06
|
1.933
|
| Metro_vs_SMC |
3
|
5.775
|
4.81e-05
|
1.491
|
| Metro_vs_SMC |
4
|
6.769
|
9.04e-06
|
1.748
|
| Metro_vs_SMC |
5
|
5.852
|
4.21e-05
|
1.511
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.111 |
0.022 |
0.005 |
16.523 |
| HMC |
4 |
0.102 |
0.022 |
0.006 |
12.784 |
| HMC |
6 |
0.102 |
0.026 |
0.006 |
12.804 |
| HMC |
8 |
0.101 |
0.023 |
0.006 |
13.566 |
| HMC |
10 |
0.150 |
0.024 |
0.005 |
23.641 |
| HMC |
12 |
0.137 |
0.027 |
0.007 |
15.355 |
| SMC |
0 |
0.027 |
0.022 |
0.005 |
0.908 |
| SMC |
4 |
0.023 |
0.022 |
0.006 |
0.105 |
| SMC |
6 |
0.026 |
0.026 |
0.006 |
0.004 |
| SMC |
8 |
0.024 |
0.023 |
0.006 |
0.083 |
| SMC |
10 |
0.026 |
0.024 |
0.005 |
0.416 |
| SMC |
12 |
0.026 |
0.027 |
0.007 |
-0.093 |
| Metro |
0 |
0.593 |
0.022 |
0.005 |
106.027 |
| Metro |
4 |
0.376 |
0.022 |
0.006 |
56.820 |
| Metro |
6 |
0.526 |
0.026 |
0.006 |
83.941 |
| Metro |
8 |
0.492 |
0.023 |
0.006 |
81.522 |
| Metro |
10 |
0.319 |
0.024 |
0.005 |
55.503 |
| Metro |
12 |
0.491 |
0.027 |
0.007 |
64.651 |
| DEMetro_Z |
0 |
10.107 |
0.022 |
0.005 |
1874.443 |
| DEMetro_Z |
4 |
10.263 |
0.022 |
0.006 |
1642.056 |
| DEMetro_Z |
6 |
10.274 |
0.026 |
0.006 |
1720.803 |
| DEMetro_Z |
8 |
10.095 |
0.023 |
0.006 |
1749.759 |
| DEMetro_Z |
10 |
10.150 |
0.024 |
0.005 |
1904.418 |
| DEMetro_Z |
12 |
9.870 |
0.027 |
0.007 |
1369.567 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
5.111 |
0.000146 |
11.611 |
| HMC |
4 |
8.972 |
8.9e-08 |
7.881 |
| HMC |
6 |
8.115 |
7.51e-07 |
11.770 |
| HMC |
8 |
9.874 |
7.88e-08 |
18.783 |
| HMC |
10 |
8.682 |
4.25e-07 |
19.167 |
| HMC |
12 |
7.863 |
1.41e-06 |
17.931 |
| SMC |
0 |
1.155 |
0.259 |
0.535 |
| SMC |
4 |
0.008 |
0.994 |
0.003 |
| SMC |
6 |
0.592 |
0.559 |
0.257 |
| SMC |
8 |
1.208 |
0.237 |
0.464 |
| SMC |
10 |
0.567 |
0.576 |
0.226 |
| SMC |
12 |
-0.064 |
0.949 |
-0.023 |
| Metro |
0 |
7.971 |
1.41e-06 |
65.605 |
| Metro |
4 |
8.903 |
3.72e-07 |
46.776 |
| Metro |
6 |
7.613 |
2.4e-06 |
69.249 |
| Metro |
8 |
7.724 |
2.04e-06 |
86.562 |
| Metro |
10 |
8.367 |
7.79e-07 |
41.617 |
| Metro |
12 |
6.728 |
9.57e-06 |
62.035 |
| DEMetro_Z |
0 |
66.597 |
1.41e-19 |
116.055 |
| DEMetro_Z |
4 |
50.139 |
1.28e-17 |
102.637 |
| DEMetro_Z |
6 |
113.022 |
4.03e-24 |
126.345 |
| DEMetro_Z |
8 |
65.809 |
4.27e-19 |
185.041 |
| DEMetro_Z |
10 |
48.915 |
2.41e-17 |
118.723 |
| DEMetro_Z |
12 |
62.911 |
4.59e-19 |
125.108 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
59.552
|
3.05e-18
|
15.376
|
| DEMetro_Z_vs_SMC |
1
|
51.817
|
2.12e-17
|
13.379
|
| DEMetro_Z_vs_SMC |
2
|
107.251
|
8.22e-22
|
27.692
|
| DEMetro_Z_vs_SMC |
3
|
64.912
|
9.16e-19
|
16.760
|
| DEMetro_Z_vs_SMC |
4
|
52.354
|
1.84e-17
|
13.518
|
| DEMetro_Z_vs_SMC |
5
|
62.384
|
1.6e-18
|
16.107
|
| HMC_vs_Metro |
0
|
-6.124
|
2.63e-05
|
-1.581
|
| HMC_vs_Metro |
1
|
-7.474
|
3e-06
|
-1.930
|
| HMC_vs_Metro |
2
|
-5.735
|
5.16e-05
|
-1.481
|
| HMC_vs_Metro |
3
|
-5.476
|
8.16e-05
|
-1.414
|
| HMC_vs_Metro |
4
|
-3.357
|
0.00469
|
-0.867
|
| HMC_vs_Metro |
5
|
-4.602
|
0.000411
|
-1.188
|
| Metro_vs_DEMetro_Z |
0
|
-5.913
|
3.78e-05
|
-1.527
|
| Metro_vs_DEMetro_Z |
1
|
-8.751
|
4.75e-07
|
-2.260
|
| Metro_vs_DEMetro_Z |
2
|
-6.546
|
1.3e-05
|
-1.690
|
| Metro_vs_DEMetro_Z |
3
|
-8.464
|
7.06e-07
|
-2.185
|
| Metro_vs_DEMetro_Z |
4
|
-14.289
|
9.66e-10
|
-3.689
|
| Metro_vs_DEMetro_Z |
5
|
-7.675
|
2.21e-06
|
-1.982
|
| HMC_vs_SMC |
0
|
4.529
|
0.000472
|
1.169
|
| HMC_vs_SMC |
1
|
10.086
|
8.4e-08
|
2.604
|
| HMC_vs_SMC |
2
|
7.769
|
1.92e-06
|
2.006
|
| HMC_vs_SMC |
3
|
9.847
|
1.13e-07
|
2.542
|
| HMC_vs_SMC |
4
|
8.655
|
5.41e-07
|
2.235
|
| HMC_vs_SMC |
5
|
7.815
|
1.8e-06
|
2.018
|
| Metro_vs_SMC |
0
|
8.025
|
1.32e-06
|
2.072
|
| Metro_vs_SMC |
1
|
8.857
|
4.11e-07
|
2.287
|
| Metro_vs_SMC |
2
|
7.545
|
2.69e-06
|
1.948
|
| Metro_vs_SMC |
3
|
7.678
|
2.2e-06
|
1.983
|
| Metro_vs_SMC |
4
|
8.269
|
9.3e-07
|
2.135
|
| Metro_vs_SMC |
5
|
6.721
|
9.77e-06
|
1.735
|
| HMC_vs_DEMetro_Z |
0
|
-38.585
|
1.28e-15
|
-9.963
|
| HMC_vs_DEMetro_Z |
1
|
-41.843
|
4.16e-16
|
-10.804
|
| HMC_vs_DEMetro_Z |
2
|
-59.983
|
2.76e-18
|
-15.488
|
| HMC_vs_DEMetro_Z |
3
|
-57.363
|
5.14e-18
|
-14.811
|
| HMC_vs_DEMetro_Z |
4
|
-33.666
|
8.48e-15
|
-8.693
|
| HMC_vs_DEMetro_Z |
5
|
-40.645
|
6.22e-16
|
-10.494
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.068 |
0.013 |
0.005 |
11.611 |
| HMC |
4 |
0.056 |
0.013 |
0.005 |
7.881 |
| HMC |
6 |
0.066 |
0.014 |
0.004 |
11.770 |
| HMC |
8 |
0.069 |
0.012 |
0.003 |
18.783 |
| HMC |
10 |
0.107 |
0.014 |
0.005 |
19.167 |
| HMC |
12 |
0.094 |
0.014 |
0.004 |
17.931 |
| SMC |
0 |
0.016 |
0.013 |
0.005 |
0.535 |
| SMC |
4 |
0.013 |
0.013 |
0.005 |
0.003 |
| SMC |
6 |
0.015 |
0.014 |
0.004 |
0.257 |
| SMC |
8 |
0.013 |
0.012 |
0.003 |
0.464 |
| SMC |
10 |
0.015 |
0.014 |
0.005 |
0.226 |
| SMC |
12 |
0.014 |
0.014 |
0.004 |
-0.023 |
| Metro |
0 |
0.324 |
0.013 |
0.005 |
65.605 |
| Metro |
4 |
0.266 |
0.013 |
0.005 |
46.776 |
| Metro |
6 |
0.320 |
0.014 |
0.004 |
69.249 |
| Metro |
8 |
0.276 |
0.012 |
0.003 |
86.562 |
| Metro |
10 |
0.215 |
0.014 |
0.005 |
41.617 |
| Metro |
12 |
0.289 |
0.014 |
0.004 |
62.035 |
| DEMetro_Z |
0 |
0.562 |
0.013 |
0.005 |
116.055 |
| DEMetro_Z |
4 |
0.568 |
0.013 |
0.005 |
102.637 |
| DEMetro_Z |
6 |
0.572 |
0.014 |
0.004 |
126.345 |
| DEMetro_Z |
8 |
0.577 |
0.012 |
0.003 |
185.041 |
| DEMetro_Z |
10 |
0.589 |
0.014 |
0.005 |
118.723 |
| DEMetro_Z |
12 |
0.568 |
0.014 |
0.004 |
125.108 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
2.886 |
0.0117 |
5.784 |
| HMC |
4 |
4.571 |
0.000411 |
10.744 |
| HMC |
6 |
4.914 |
0.000207 |
9.894 |
| HMC |
8 |
8.345 |
6.4e-07 |
15.751 |
| HMC |
10 |
18.638 |
5.69e-12 |
22.193 |
| HMC |
12 |
33.051 |
6.15e-20 |
17.961 |
| SMC |
0 |
1.362 |
0.184 |
0.546 |
| SMC |
4 |
0.252 |
0.803 |
0.108 |
| SMC |
6 |
1.038 |
0.31 |
0.502 |
| SMC |
8 |
-1.510 |
0.142 |
-0.532 |
| SMC |
10 |
1.952 |
0.0619 |
0.858 |
| SMC |
12 |
-1.017 |
0.32 |
-0.300 |
| Metro |
0 |
4.316 |
0.00071 |
85.483 |
| Metro |
4 |
3.757 |
0.00212 |
32.598 |
| Metro |
6 |
5.354 |
0.000101 |
57.492 |
| Metro |
8 |
4.013 |
0.00128 |
54.848 |
| Metro |
10 |
2.837 |
0.0132 |
40.562 |
| Metro |
12 |
5.985 |
3.32e-05 |
53.420 |
| DEMetro_Z |
0 |
24.893 |
5.43e-13 |
1151.768 |
| DEMetro_Z |
4 |
21.596 |
3.79e-12 |
979.900 |
| DEMetro_Z |
6 |
27.212 |
1.6e-13 |
1093.448 |
| DEMetro_Z |
8 |
29.384 |
5.54e-14 |
944.210 |
| DEMetro_Z |
10 |
27.707 |
1.25e-13 |
1115.958 |
| DEMetro_Z |
12 |
30.956 |
2.69e-14 |
770.862 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-24.569
|
6.5e-13
|
-6.344
|
| HMC_vs_DEMetro_Z |
1
|
-21.039
|
5.41e-12
|
-5.432
|
| HMC_vs_DEMetro_Z |
2
|
-27.109
|
1.68e-13
|
-7.000
|
| HMC_vs_DEMetro_Z |
3
|
-27.980
|
1.09e-13
|
-7.224
|
| HMC_vs_DEMetro_Z |
4
|
-27.023
|
1.76e-13
|
-6.977
|
| HMC_vs_DEMetro_Z |
5
|
-30.392
|
3.49e-14
|
-7.847
|
| Metro_vs_SMC |
0
|
4.302
|
0.00073
|
1.111
|
| Metro_vs_SMC |
1
|
3.726
|
0.00226
|
0.962
|
| Metro_vs_SMC |
2
|
5.383
|
9.66e-05
|
1.390
|
| Metro_vs_SMC |
3
|
4.038
|
0.00122
|
1.043
|
| Metro_vs_SMC |
4
|
2.805
|
0.014
|
0.724
|
| Metro_vs_SMC |
5
|
5.995
|
3.29e-05
|
1.548
|
| Metro_vs_DEMetro_Z |
0
|
-23.103
|
1.51e-12
|
-5.965
|
| Metro_vs_DEMetro_Z |
1
|
-20.351
|
8.49e-12
|
-5.255
|
| Metro_vs_DEMetro_Z |
2
|
-22.330
|
2.4e-12
|
-5.766
|
| Metro_vs_DEMetro_Z |
3
|
-23.057
|
1.55e-12
|
-5.953
|
| Metro_vs_DEMetro_Z |
4
|
-25.211
|
4.57e-13
|
-6.509
|
| Metro_vs_DEMetro_Z |
5
|
-24.873
|
5.49e-13
|
-6.422
|
| HMC_vs_Metro |
0
|
-4.025
|
0.00125
|
-1.039
|
| HMC_vs_Metro |
1
|
-2.203
|
0.0449
|
-0.569
|
| HMC_vs_Metro |
2
|
-4.738
|
0.000318
|
-1.223
|
| HMC_vs_Metro |
3
|
-2.930
|
0.011
|
-0.757
|
| HMC_vs_Metro |
4
|
-1.269
|
0.225
|
-0.328
|
| HMC_vs_Metro |
5
|
-3.920
|
0.00154
|
-1.012
|
| HMC_vs_SMC |
0
|
2.691
|
0.0176
|
0.695
|
| HMC_vs_SMC |
1
|
4.532
|
0.000469
|
1.170
|
| HMC_vs_SMC |
2
|
4.764
|
0.000302
|
1.230
|
| HMC_vs_SMC |
3
|
8.331
|
8.51e-07
|
2.151
|
| HMC_vs_SMC |
4
|
17.228
|
8.04e-11
|
4.448
|
| HMC_vs_SMC |
5
|
39.746
|
8.49e-16
|
10.262
|
| DEMetro_Z_vs_SMC |
0
|
24.939
|
5.3e-13
|
6.439
|
| DEMetro_Z_vs_SMC |
1
|
21.596
|
3.79e-12
|
5.576
|
| DEMetro_Z_vs_SMC |
2
|
27.176
|
1.63e-13
|
7.017
|
| DEMetro_Z_vs_SMC |
3
|
29.464
|
5.35e-14
|
7.607
|
| DEMetro_Z_vs_SMC |
4
|
27.744
|
1.23e-13
|
7.163
|
| DEMetro_Z_vs_SMC |
5
|
31.018
|
2.63e-14
|
8.009
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.069 |
0.016 |
0.009 |
5.784 |
| HMC |
4 |
0.127 |
0.016 |
0.010 |
10.744 |
| HMC |
6 |
0.116 |
0.019 |
0.010 |
9.894 |
| HMC |
8 |
0.193 |
0.020 |
0.011 |
15.751 |
| HMC |
10 |
0.244 |
0.017 |
0.010 |
22.193 |
| HMC |
12 |
0.263 |
0.023 |
0.013 |
17.961 |
| SMC |
0 |
0.021 |
0.016 |
0.009 |
0.546 |
| SMC |
4 |
0.017 |
0.016 |
0.010 |
0.108 |
| SMC |
6 |
0.024 |
0.019 |
0.010 |
0.502 |
| SMC |
8 |
0.014 |
0.020 |
0.011 |
-0.532 |
| SMC |
10 |
0.026 |
0.017 |
0.010 |
0.858 |
| SMC |
12 |
0.019 |
0.023 |
0.013 |
-0.300 |
| Metro |
0 |
0.805 |
0.016 |
0.009 |
85.483 |
| Metro |
4 |
0.354 |
0.016 |
0.010 |
32.598 |
| Metro |
6 |
0.580 |
0.019 |
0.010 |
57.492 |
| Metro |
8 |
0.625 |
0.020 |
0.011 |
54.848 |
| Metro |
10 |
0.431 |
0.017 |
0.010 |
40.562 |
| Metro |
12 |
0.736 |
0.023 |
0.013 |
53.420 |
| DEMetro_Z |
0 |
10.650 |
0.016 |
0.009 |
1151.768 |
| DEMetro_Z |
4 |
10.174 |
0.016 |
0.010 |
979.900 |
| DEMetro_Z |
6 |
10.695 |
0.019 |
0.010 |
1093.448 |
| DEMetro_Z |
8 |
10.443 |
0.020 |
0.011 |
944.210 |
| DEMetro_Z |
10 |
11.386 |
0.017 |
0.010 |
1115.958 |
| DEMetro_Z |
12 |
10.321 |
0.023 |
0.013 |
770.862 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
5.020 |
0.000155 |
7.292 |
| HMC |
4 |
3.029 |
0.00872 |
5.894 |
| HMC |
6 |
4.032 |
0.00104 |
4.763 |
| HMC |
8 |
8.589 |
5.23e-07 |
23.974 |
| HMC |
10 |
22.685 |
2.87e-14 |
18.134 |
| HMC |
12 |
41.207 |
2.85e-21 |
23.777 |
| SMC |
0 |
-1.128 |
0.27 |
-0.352 |
| SMC |
4 |
0.871 |
0.392 |
0.363 |
| SMC |
6 |
-0.396 |
0.695 |
-0.156 |
| SMC |
8 |
1.616 |
0.125 |
1.410 |
| SMC |
10 |
-1.744 |
0.0926 |
-0.584 |
| SMC |
12 |
0.803 |
0.429 |
0.265 |
| Metro |
0 |
11.333 |
1.58e-08 |
29.525 |
| Metro |
4 |
7.831 |
1.58e-06 |
22.806 |
| Metro |
6 |
8.184 |
9.74e-07 |
28.829 |
| Metro |
8 |
7.907 |
1.55e-06 |
78.448 |
| Metro |
10 |
6.212 |
2.22e-05 |
32.585 |
| Metro |
12 |
6.600 |
1.16e-05 |
34.241 |
| DEMetro_Z |
0 |
14.759 |
6.3e-10 |
1116.848 |
| DEMetro_Z |
4 |
11.673 |
1.33e-08 |
1422.051 |
| DEMetro_Z |
6 |
10.301 |
6.46e-08 |
925.323 |
| DEMetro_Z |
8 |
9.677 |
1.4e-07 |
3560.808 |
| DEMetro_Z |
10 |
11.664 |
1.35e-08 |
1872.553 |
| DEMetro_Z |
12 |
10.274 |
6.67e-08 |
1362.860 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
5.321
|
0.000108
|
1.374
|
| HMC_vs_SMC |
1
|
2.737
|
0.0161
|
0.707
|
| HMC_vs_SMC |
2
|
4.295
|
0.000741
|
1.109
|
| HMC_vs_SMC |
3
|
7.412
|
3.29e-06
|
1.914
|
| HMC_vs_SMC |
4
|
23.681
|
1.08e-12
|
6.114
|
| HMC_vs_SMC |
5
|
40.777
|
5.95e-16
|
10.529
|
| Metro_vs_DEMetro_Z |
0
|
-14.223
|
1.03e-09
|
-3.672
|
| Metro_vs_DEMetro_Z |
1
|
-11.484
|
1.64e-08
|
-2.965
|
| Metro_vs_DEMetro_Z |
2
|
-9.788
|
1.22e-07
|
-2.527
|
| Metro_vs_DEMetro_Z |
3
|
-9.495
|
1.77e-07
|
-2.452
|
| Metro_vs_DEMetro_Z |
4
|
-11.385
|
1.83e-08
|
-2.940
|
| Metro_vs_DEMetro_Z |
5
|
-9.989
|
9.47e-08
|
-2.579
|
| HMC_vs_Metro |
0
|
-6.943
|
6.83e-06
|
-1.793
|
| HMC_vs_Metro |
1
|
-4.378
|
0.00063
|
-1.131
|
| HMC_vs_Metro |
2
|
-6.630
|
1.13e-05
|
-1.712
|
| HMC_vs_Metro |
3
|
-4.698
|
0.000342
|
-1.213
|
| HMC_vs_Metro |
4
|
-2.869
|
0.0124
|
-0.741
|
| HMC_vs_Metro |
5
|
-2.008
|
0.0644
|
-0.518
|
| HMC_vs_DEMetro_Z |
0
|
-14.879
|
5.66e-10
|
-3.842
|
| HMC_vs_DEMetro_Z |
1
|
-11.584
|
1.47e-08
|
-2.991
|
| HMC_vs_DEMetro_Z |
2
|
-10.267
|
6.73e-08
|
-2.651
|
| HMC_vs_DEMetro_Z |
3
|
-9.611
|
1.52e-07
|
-2.482
|
| HMC_vs_DEMetro_Z |
4
|
-11.561
|
1.51e-08
|
-2.985
|
| HMC_vs_DEMetro_Z |
5
|
-10.114
|
8.12e-08
|
-2.611
|
| Metro_vs_SMC |
0
|
11.425
|
1.75e-08
|
2.950
|
| Metro_vs_SMC |
1
|
7.532
|
2.74e-06
|
1.945
|
| Metro_vs_SMC |
2
|
7.968
|
1.43e-06
|
2.057
|
| Metro_vs_SMC |
3
|
7.843
|
1.72e-06
|
2.025
|
| Metro_vs_SMC |
4
|
6.382
|
1.71e-05
|
1.648
|
| Metro_vs_SMC |
5
|
6.553
|
1.29e-05
|
1.692
|
| DEMetro_Z_vs_SMC |
0
|
14.761
|
6.29e-10
|
3.811
|
| DEMetro_Z_vs_SMC |
1
|
11.677
|
1.33e-08
|
3.015
|
| DEMetro_Z_vs_SMC |
2
|
10.317
|
6.33e-08
|
2.664
|
| DEMetro_Z_vs_SMC |
3
|
9.675
|
1.4e-07
|
2.498
|
| DEMetro_Z_vs_SMC |
4
|
11.666
|
1.34e-08
|
3.012
|
| DEMetro_Z_vs_SMC |
5
|
10.271
|
6.7e-08
|
2.652
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.153 |
0.029 |
0.017 |
7.292 |
| HMC |
4 |
0.109 |
0.024 |
0.014 |
5.894 |
| HMC |
6 |
0.132 |
0.036 |
0.020 |
4.763 |
| HMC |
8 |
0.161 |
0.019 |
0.006 |
23.974 |
| HMC |
10 |
0.257 |
0.031 |
0.012 |
18.134 |
| HMC |
12 |
0.362 |
0.028 |
0.014 |
23.777 |
| SMC |
0 |
0.023 |
0.029 |
0.017 |
-0.352 |
| SMC |
4 |
0.029 |
0.024 |
0.014 |
0.363 |
| SMC |
6 |
0.033 |
0.036 |
0.020 |
-0.156 |
| SMC |
8 |
0.028 |
0.019 |
0.006 |
1.410 |
| SMC |
10 |
0.023 |
0.031 |
0.012 |
-0.584 |
| SMC |
12 |
0.032 |
0.028 |
0.014 |
0.265 |
| Metro |
0 |
0.533 |
0.029 |
0.017 |
29.525 |
| Metro |
4 |
0.353 |
0.024 |
0.014 |
22.806 |
| Metro |
6 |
0.614 |
0.036 |
0.020 |
28.829 |
| Metro |
8 |
0.483 |
0.019 |
0.006 |
78.448 |
| Metro |
10 |
0.438 |
0.031 |
0.012 |
32.585 |
| Metro |
12 |
0.509 |
0.028 |
0.014 |
34.241 |
| DEMetro_Z |
0 |
19.081 |
0.029 |
0.017 |
1116.848 |
| DEMetro_Z |
4 |
20.544 |
0.024 |
0.014 |
1422.051 |
| DEMetro_Z |
6 |
18.564 |
0.036 |
0.020 |
925.323 |
| DEMetro_Z |
8 |
21.049 |
0.019 |
0.006 |
3560.808 |
| DEMetro_Z |
10 |
23.430 |
0.031 |
0.012 |
1872.553 |
| DEMetro_Z |
12 |
19.159 |
0.028 |
0.014 |
1362.860 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
5.508 |
6.97e-05 |
12.008 |
| HMC |
4 |
5.470 |
7.81e-05 |
15.992 |
| HMC |
6 |
6.200 |
2.07e-05 |
14.399 |
| HMC |
8 |
8.946 |
3.21e-07 |
25.579 |
| HMC |
10 |
18.071 |
2.3e-11 |
34.094 |
| HMC |
12 |
28.755 |
1.99e-15 |
26.633 |
| SMC |
0 |
0.958 |
0.346 |
0.349 |
| SMC |
4 |
0.670 |
0.509 |
0.276 |
| SMC |
6 |
0.563 |
0.579 |
0.268 |
| SMC |
8 |
-0.476 |
0.638 |
-0.179 |
| SMC |
10 |
1.357 |
0.187 |
0.652 |
| SMC |
12 |
-1.504 |
0.148 |
-0.429 |
| Metro |
0 |
4.869 |
0.000248 |
120.465 |
| Metro |
4 |
5.355 |
0.000101 |
54.159 |
| Metro |
6 |
6.537 |
1.31e-05 |
85.146 |
| Metro |
8 |
4.522 |
0.000479 |
89.988 |
| Metro |
10 |
3.896 |
0.00161 |
75.470 |
| Metro |
12 |
6.928 |
6.97e-06 |
83.890 |
| DEMetro_Z |
0 |
26.614 |
2.17e-13 |
1620.205 |
| DEMetro_Z |
4 |
19.428 |
1.59e-11 |
1369.785 |
| DEMetro_Z |
6 |
29.553 |
5.12e-14 |
1481.221 |
| DEMetro_Z |
8 |
29.207 |
6.03e-14 |
1522.925 |
| DEMetro_Z |
10 |
27.793 |
1.2e-13 |
1775.324 |
| DEMetro_Z |
12 |
32.692 |
1.27e-14 |
1174.376 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-26.347
|
2.49e-13
|
-6.803
|
| Metro_vs_DEMetro_Z |
1
|
-18.217
|
3.8e-11
|
-4.704
|
| Metro_vs_DEMetro_Z |
2
|
-24.752
|
5.87e-13
|
-6.391
|
| Metro_vs_DEMetro_Z |
3
|
-23.795
|
1.01e-12
|
-6.144
|
| Metro_vs_DEMetro_Z |
4
|
-24.870
|
5.5e-13
|
-6.421
|
| Metro_vs_DEMetro_Z |
5
|
-27.557
|
1.34e-13
|
-7.115
|
| DEMetro_Z_vs_SMC |
0
|
26.655
|
2.13e-13
|
6.882
|
| DEMetro_Z_vs_SMC |
1
|
19.431
|
1.59e-11
|
5.017
|
| DEMetro_Z_vs_SMC |
2
|
29.545
|
5.15e-14
|
7.628
|
| DEMetro_Z_vs_SMC |
3
|
29.223
|
5.99e-14
|
7.545
|
| DEMetro_Z_vs_SMC |
4
|
27.816
|
1.18e-13
|
7.182
|
| DEMetro_Z_vs_SMC |
5
|
32.718
|
1.26e-14
|
8.448
|
| HMC_vs_DEMetro_Z |
0
|
-26.515
|
2.29e-13
|
-6.846
|
| HMC_vs_DEMetro_Z |
1
|
-18.913
|
2.29e-11
|
-4.883
|
| HMC_vs_DEMetro_Z |
2
|
-29.726
|
4.73e-14
|
-7.675
|
| HMC_vs_DEMetro_Z |
3
|
-28.014
|
1.07e-13
|
-7.233
|
| HMC_vs_DEMetro_Z |
4
|
-27.052
|
1.74e-13
|
-6.985
|
| HMC_vs_DEMetro_Z |
5
|
-32.254
|
1.53e-14
|
-8.328
|
| HMC_vs_Metro |
0
|
-4.377
|
0.000632
|
-1.130
|
| HMC_vs_Metro |
1
|
-3.310
|
0.00516
|
-0.855
|
| HMC_vs_Metro |
2
|
-5.723
|
5.26e-05
|
-1.478
|
| HMC_vs_Metro |
3
|
-3.333
|
0.00493
|
-0.861
|
| HMC_vs_Metro |
4
|
-2.083
|
0.0561
|
-0.538
|
| HMC_vs_Metro |
5
|
-4.689
|
0.000349
|
-1.211
|
| HMC_vs_SMC |
0
|
5.531
|
7.4e-05
|
1.428
|
| HMC_vs_SMC |
1
|
5.292
|
0.000114
|
1.366
|
| HMC_vs_SMC |
2
|
6.182
|
2.39e-05
|
1.596
|
| HMC_vs_SMC |
3
|
8.765
|
4.66e-07
|
2.263
|
| HMC_vs_SMC |
4
|
17.271
|
7.78e-11
|
4.459
|
| HMC_vs_SMC |
5
|
32.311
|
1.5e-14
|
8.343
|
| Metro_vs_SMC |
0
|
4.866
|
0.00025
|
1.256
|
| Metro_vs_SMC |
1
|
5.302
|
0.000112
|
1.369
|
| Metro_vs_SMC |
2
|
6.584
|
1.22e-05
|
1.700
|
| Metro_vs_SMC |
3
|
4.526
|
0.000475
|
1.169
|
| Metro_vs_SMC |
4
|
3.904
|
0.00159
|
1.008
|
| Metro_vs_SMC |
5
|
6.945
|
6.82e-06
|
1.793
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.087 |
0.022 |
0.005 |
12.008 |
| HMC |
4 |
0.122 |
0.022 |
0.006 |
15.992 |
| HMC |
6 |
0.112 |
0.026 |
0.006 |
14.399 |
| HMC |
8 |
0.170 |
0.023 |
0.006 |
25.579 |
| HMC |
10 |
0.205 |
0.024 |
0.005 |
34.094 |
| HMC |
12 |
0.218 |
0.027 |
0.007 |
26.633 |
| SMC |
0 |
0.024 |
0.022 |
0.005 |
0.349 |
| SMC |
4 |
0.024 |
0.022 |
0.006 |
0.276 |
| SMC |
6 |
0.027 |
0.026 |
0.006 |
0.268 |
| SMC |
8 |
0.022 |
0.023 |
0.006 |
-0.179 |
| SMC |
10 |
0.028 |
0.024 |
0.005 |
0.652 |
| SMC |
12 |
0.024 |
0.027 |
0.007 |
-0.429 |
| Metro |
0 |
0.670 |
0.022 |
0.005 |
120.465 |
| Metro |
4 |
0.360 |
0.022 |
0.006 |
54.159 |
| Metro |
6 |
0.533 |
0.026 |
0.006 |
85.146 |
| Metro |
8 |
0.541 |
0.023 |
0.006 |
89.988 |
| Metro |
10 |
0.425 |
0.024 |
0.005 |
75.470 |
| Metro |
12 |
0.630 |
0.027 |
0.007 |
83.890 |
| DEMetro_Z |
0 |
8.739 |
0.022 |
0.005 |
1620.205 |
| DEMetro_Z |
4 |
8.565 |
0.022 |
0.006 |
1369.785 |
| DEMetro_Z |
6 |
8.847 |
0.026 |
0.006 |
1481.221 |
| DEMetro_Z |
8 |
8.789 |
0.023 |
0.006 |
1522.925 |
| DEMetro_Z |
10 |
9.463 |
0.024 |
0.005 |
1775.324 |
| DEMetro_Z |
12 |
8.467 |
0.027 |
0.007 |
1174.376 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
6.259 |
1.62e-05 |
9.561 |
| HMC |
4 |
5.403 |
8.46e-05 |
11.928 |
| HMC |
6 |
6.404 |
1.37e-05 |
12.022 |
| HMC |
8 |
11.393 |
1.55e-08 |
34.081 |
| HMC |
10 |
31.052 |
8.24e-16 |
30.144 |
| HMC |
12 |
39.036 |
2.14e-17 |
37.861 |
| SMC |
0 |
-0.075 |
0.941 |
-0.026 |
| SMC |
4 |
0.669 |
0.509 |
0.247 |
| SMC |
6 |
0.573 |
0.571 |
0.256 |
| SMC |
8 |
0.830 |
0.414 |
0.379 |
| SMC |
10 |
0.917 |
0.367 |
0.363 |
| SMC |
12 |
-0.655 |
0.519 |
-0.210 |
| Metro |
0 |
5.928 |
3.67e-05 |
87.960 |
| Metro |
4 |
6.991 |
6.2e-06 |
41.099 |
| Metro |
6 |
11.255 |
2.06e-08 |
76.806 |
| Metro |
8 |
5.676 |
5.72e-05 |
104.214 |
| Metro |
10 |
4.923 |
0.000224 |
53.619 |
| Metro |
12 |
7.240 |
4.27e-06 |
82.069 |
| DEMetro_Z |
0 |
41.560 |
3.92e-16 |
203.206 |
| DEMetro_Z |
4 |
63.239 |
6.83e-19 |
164.449 |
| DEMetro_Z |
6 |
40.697 |
5.35e-16 |
211.949 |
| DEMetro_Z |
8 |
35.354 |
4.12e-15 |
309.734 |
| DEMetro_Z |
10 |
69.406 |
1.97e-19 |
191.780 |
| DEMetro_Z |
12 |
74.598 |
6.98e-20 |
204.559 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
41.602
|
4.5e-16
|
10.742
|
| DEMetro_Z_vs_SMC |
1
|
63.087
|
1.36e-18
|
16.289
|
| DEMetro_Z_vs_SMC |
2
|
41.072
|
5.38e-16
|
10.605
|
| DEMetro_Z_vs_SMC |
3
|
35.789
|
3.64e-15
|
9.241
|
| DEMetro_Z_vs_SMC |
4
|
69.174
|
3.77e-19
|
17.861
|
| DEMetro_Z_vs_SMC |
5
|
74.974
|
1.23e-19
|
19.358
|
| HMC_vs_Metro |
0
|
-5.265
|
0.000119
|
-1.360
|
| HMC_vs_Metro |
1
|
-4.173
|
0.000939
|
-1.077
|
| HMC_vs_Metro |
2
|
-9.306
|
2.26e-07
|
-2.403
|
| HMC_vs_Metro |
3
|
-4.065
|
0.00116
|
-1.050
|
| HMC_vs_Metro |
4
|
-2.136
|
0.0508
|
-0.552
|
| HMC_vs_Metro |
5
|
-3.841
|
0.0018
|
-0.992
|
| Metro_vs_DEMetro_Z |
0
|
-7.248
|
4.24e-06
|
-1.871
|
| Metro_vs_DEMetro_Z |
1
|
-18.965
|
2.21e-11
|
-4.897
|
| Metro_vs_DEMetro_Z |
2
|
-14.044
|
1.21e-09
|
-3.626
|
| Metro_vs_DEMetro_Z |
3
|
-8.876
|
4e-07
|
-2.292
|
| Metro_vs_DEMetro_Z |
4
|
-12.992
|
3.35e-09
|
-3.354
|
| Metro_vs_DEMetro_Z |
5
|
-9.744
|
1.29e-07
|
-2.516
|
| HMC_vs_SMC |
0
|
6.255
|
2.11e-05
|
1.615
|
| HMC_vs_SMC |
1
|
5.358
|
0.000101
|
1.383
|
| HMC_vs_SMC |
2
|
6.114
|
2.68e-05
|
1.579
|
| HMC_vs_SMC |
3
|
10.885
|
3.23e-08
|
2.811
|
| HMC_vs_SMC |
4
|
32.501
|
1.38e-14
|
8.392
|
| HMC_vs_SMC |
5
|
44.770
|
1.62e-16
|
11.559
|
| Metro_vs_SMC |
0
|
5.967
|
3.45e-05
|
1.541
|
| Metro_vs_SMC |
1
|
6.900
|
7.33e-06
|
1.782
|
| Metro_vs_SMC |
2
|
11.317
|
1.98e-08
|
2.922
|
| Metro_vs_SMC |
3
|
5.672
|
5.76e-05
|
1.465
|
| Metro_vs_SMC |
4
|
4.972
|
0.000205
|
1.284
|
| Metro_vs_SMC |
5
|
7.218
|
4.44e-06
|
1.864
|
| HMC_vs_DEMetro_Z |
0
|
-36.056
|
3.28e-15
|
-9.310
|
| HMC_vs_DEMetro_Z |
1
|
-43.450
|
2.46e-16
|
-11.219
|
| HMC_vs_DEMetro_Z |
2
|
-36.161
|
3.15e-15
|
-9.337
|
| HMC_vs_DEMetro_Z |
3
|
-26.341
|
2.5e-13
|
-6.801
|
| HMC_vs_DEMetro_Z |
4
|
-58.558
|
3.86e-18
|
-15.120
|
| HMC_vs_DEMetro_Z |
5
|
-64.525
|
9.96e-19
|
-16.660
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.059 |
0.013 |
0.005 |
9.561 |
| HMC |
4 |
0.078 |
0.013 |
0.005 |
11.928 |
| HMC |
6 |
0.067 |
0.014 |
0.004 |
12.022 |
| HMC |
8 |
0.116 |
0.012 |
0.003 |
34.081 |
| HMC |
10 |
0.160 |
0.014 |
0.005 |
30.144 |
| HMC |
12 |
0.182 |
0.014 |
0.004 |
37.861 |
| SMC |
0 |
0.013 |
0.013 |
0.005 |
-0.026 |
| SMC |
4 |
0.014 |
0.013 |
0.005 |
0.247 |
| SMC |
6 |
0.015 |
0.014 |
0.004 |
0.256 |
| SMC |
8 |
0.013 |
0.012 |
0.003 |
0.379 |
| SMC |
10 |
0.016 |
0.014 |
0.005 |
0.363 |
| SMC |
12 |
0.013 |
0.014 |
0.004 |
-0.210 |
| Metro |
0 |
0.429 |
0.013 |
0.005 |
87.960 |
| Metro |
4 |
0.235 |
0.013 |
0.005 |
41.099 |
| Metro |
6 |
0.353 |
0.014 |
0.004 |
76.806 |
| Metro |
8 |
0.330 |
0.012 |
0.003 |
104.214 |
| Metro |
10 |
0.274 |
0.014 |
0.005 |
53.619 |
| Metro |
12 |
0.378 |
0.014 |
0.004 |
82.069 |
| DEMetro_Z |
0 |
0.974 |
0.013 |
0.005 |
203.206 |
| DEMetro_Z |
4 |
0.902 |
0.013 |
0.005 |
164.449 |
| DEMetro_Z |
6 |
0.950 |
0.014 |
0.004 |
211.949 |
| DEMetro_Z |
8 |
0.958 |
0.012 |
0.003 |
309.734 |
| DEMetro_Z |
10 |
0.943 |
0.014 |
0.005 |
191.780 |
| DEMetro_Z |
12 |
0.920 |
0.014 |
0.004 |
204.559 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Varying_Mode_Distance_with_Dim_and_Tails
(Mixture,
mm,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
2.983 |
0.00848 |
2.602 |
| HMC |
4 |
2.568 |
0.0222 |
10.140 |
| HMC |
6 |
3.024 |
0.0073 |
2.199 |
| HMC |
8 |
3.205 |
0.00368 |
1.455 |
| HMC |
10 |
1.274 |
0.224 |
45.319 |
| HMC |
12 |
5.431 |
8.76e-05 |
36.480 |
| SMC |
0 |
31.820 |
3.25e-15 |
43.342 |
| SMC |
4 |
26.524 |
2.07e-13 |
144.529 |
| SMC |
6 |
25.296 |
1.54e-13 |
41.310 |
| SMC |
8 |
45.456 |
6.51e-17 |
106.300 |
| SMC |
10 |
29.077 |
5.04e-14 |
102.304 |
| SMC |
12 |
35.389 |
3.92e-15 |
228.653 |
| Metro |
0 |
6.614 |
7.35e-06 |
7.968 |
| Metro |
4 |
8.109 |
1.06e-06 |
24.280 |
| Metro |
6 |
6.655 |
4.38e-06 |
5.721 |
| Metro |
8 |
7.779 |
1.26e-06 |
11.248 |
| Metro |
10 |
3.599 |
0.00289 |
23.434 |
| Metro |
12 |
8.384 |
7.34e-07 |
30.201 |
| DEMetro_Z |
0 |
20.693 |
6.67e-12 |
257.319 |
| DEMetro_Z |
4 |
19.654 |
1.36e-11 |
574.250 |
| DEMetro_Z |
6 |
18.477 |
3.08e-11 |
198.489 |
| DEMetro_Z |
8 |
16.988 |
9.66e-11 |
381.657 |
| DEMetro_Z |
10 |
21.107 |
5.15e-12 |
486.535 |
| DEMetro_Z |
12 |
15.979 |
2.2e-10 |
926.826 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-21.057
|
5.35e-12
|
-5.437
|
| HMC_vs_DEMetro_Z |
1
|
-20.164
|
9.63e-12
|
-5.206
|
| HMC_vs_DEMetro_Z |
2
|
-18.400
|
3.32e-11
|
-4.751
|
| HMC_vs_DEMetro_Z |
3
|
-16.858
|
1.08e-10
|
-4.353
|
| HMC_vs_DEMetro_Z |
4
|
-12.081
|
8.58e-09
|
-3.119
|
| HMC_vs_DEMetro_Z |
5
|
-15.028
|
4.97e-10
|
-3.880
|
| Metro_vs_SMC |
0
|
-17.696
|
5.61e-11
|
-4.569
|
| Metro_vs_SMC |
1
|
-21.256
|
4.7e-12
|
-5.488
|
| Metro_vs_SMC |
2
|
-17.787
|
5.24e-11
|
-4.593
|
| Metro_vs_SMC |
3
|
-57.257
|
5.28e-18
|
-14.784
|
| Metro_vs_SMC |
4
|
-10.034
|
8.96e-08
|
-2.591
|
| Metro_vs_SMC |
5
|
-30.664
|
3.08e-14
|
-7.917
|
| Metro_vs_DEMetro_Z |
0
|
-19.804
|
1.23e-11
|
-5.113
|
| Metro_vs_DEMetro_Z |
1
|
-18.263
|
3.67e-11
|
-4.716
|
| Metro_vs_DEMetro_Z |
2
|
-18.276
|
3.64e-11
|
-4.719
|
| Metro_vs_DEMetro_Z |
3
|
-16.236
|
1.78e-10
|
-4.192
|
| Metro_vs_DEMetro_Z |
4
|
-21.791
|
3.35e-12
|
-5.626
|
| Metro_vs_DEMetro_Z |
5
|
-15.409
|
3.56e-10
|
-3.979
|
| HMC_vs_Metro |
0
|
-3.976
|
0.00138
|
-1.027
|
| HMC_vs_Metro |
1
|
-2.917
|
0.0112
|
-0.753
|
| HMC_vs_Metro |
2
|
-4.287
|
0.000752
|
-1.107
|
| HMC_vs_Metro |
3
|
-7.611
|
2.43e-06
|
-1.965
|
| HMC_vs_Metro |
4
|
0.719
|
0.484
|
0.186
|
| HMC_vs_Metro |
5
|
1.079
|
0.299
|
0.279
|
| HMC_vs_SMC |
0
|
-25.478
|
3.95e-13
|
-6.578
|
| HMC_vs_SMC |
1
|
-18.418
|
3.28e-11
|
-4.756
|
| HMC_vs_SMC |
2
|
-25.277
|
4.41e-13
|
-6.527
|
| HMC_vs_SMC |
3
|
-48.669
|
5.08e-17
|
-12.566
|
| HMC_vs_SMC |
4
|
-1.566
|
0.14
|
-0.404
|
| HMC_vs_SMC |
5
|
-19.734
|
1.29e-11
|
-5.095
|
| DEMetro_Z_vs_SMC |
0
|
17.749
|
5.39e-11
|
4.583
|
| DEMetro_Z_vs_SMC |
1
|
15.775
|
2.61e-10
|
4.073
|
| DEMetro_Z_vs_SMC |
2
|
14.763
|
6.28e-10
|
3.812
|
| DEMetro_Z_vs_SMC |
3
|
11.810
|
1.15e-08
|
3.049
|
| DEMetro_Z_vs_SMC |
4
|
17.447
|
6.79e-11
|
4.505
|
| DEMetro_Z_vs_SMC |
5
|
11.795
|
1.17e-08
|
3.045
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.117 |
0.071 |
0.017 |
2.602 |
| HMC |
4 |
0.153 |
0.062 |
0.009 |
10.140 |
| HMC |
6 |
0.123 |
0.067 |
0.026 |
2.199 |
| HMC |
8 |
0.160 |
0.084 |
0.052 |
1.455 |
| HMC |
10 |
0.579 |
0.070 |
0.011 |
45.319 |
| HMC |
12 |
0.392 |
0.066 |
0.009 |
36.480 |
| SMC |
0 |
0.828 |
0.071 |
0.017 |
43.342 |
| SMC |
4 |
1.360 |
0.062 |
0.009 |
144.529 |
| SMC |
6 |
1.128 |
0.067 |
0.026 |
41.310 |
| SMC |
8 |
5.660 |
0.084 |
0.052 |
106.300 |
| SMC |
10 |
1.220 |
0.070 |
0.011 |
102.304 |
| SMC |
12 |
2.112 |
0.066 |
0.009 |
228.653 |
| Metro |
0 |
0.210 |
0.071 |
0.017 |
7.968 |
| Metro |
4 |
0.280 |
0.062 |
0.009 |
24.280 |
| Metro |
6 |
0.214 |
0.067 |
0.026 |
5.721 |
| Metro |
8 |
0.674 |
0.084 |
0.052 |
11.248 |
| Metro |
10 |
0.333 |
0.070 |
0.011 |
23.434 |
| Metro |
12 |
0.336 |
0.066 |
0.009 |
30.201 |
| DEMetro_Z |
0 |
4.564 |
0.071 |
0.017 |
257.319 |
| DEMetro_Z |
4 |
5.218 |
0.062 |
0.009 |
574.250 |
| DEMetro_Z |
6 |
5.164 |
0.067 |
0.026 |
198.489 |
| DEMetro_Z |
8 |
20.105 |
0.084 |
0.052 |
381.657 |
| DEMetro_Z |
10 |
5.540 |
0.070 |
0.011 |
486.535 |
| DEMetro_Z |
12 |
8.359 |
0.066 |
0.009 |
926.826 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.082 |
0.294 |
0.899 |
| HMC |
4 |
2.115 |
0.0526 |
6.628 |
| HMC |
6 |
0.376 |
0.71 |
0.116 |
| HMC |
8 |
-1.090 |
0.293 |
-0.284 |
| HMC |
10 |
0.999 |
0.335 |
267.262 |
| HMC |
12 |
0.544 |
0.592 |
0.270 |
| SMC |
0 |
130.117 |
3.68e-25 |
142.590 |
| SMC |
4 |
152.540 |
4.18e-24 |
632.671 |
| SMC |
6 |
235.098 |
1.05e-31 |
186.795 |
| SMC |
8 |
80.854 |
3.12e-22 |
82.429 |
| SMC |
10 |
288.364 |
1.19e-31 |
269.581 |
| SMC |
12 |
141.218 |
2.53e-25 |
169.870 |
| Metro |
0 |
1.022 |
0.32 |
0.726 |
| Metro |
4 |
3.125 |
0.0073 |
8.009 |
| Metro |
6 |
1.424 |
0.169 |
0.769 |
| Metro |
8 |
1.727 |
0.0953 |
0.605 |
| Metro |
10 |
1.295 |
0.216 |
6.462 |
| Metro |
12 |
1.281 |
0.219 |
1.563 |
| DEMetro_Z |
0 |
14.588 |
4.55e-10 |
28.256 |
| DEMetro_Z |
4 |
14.851 |
5.68e-10 |
136.206 |
| DEMetro_Z |
6 |
10.765 |
3.42e-08 |
42.223 |
| DEMetro_Z |
8 |
10.763 |
3.53e-08 |
51.686 |
| DEMetro_Z |
10 |
8.980 |
3.4e-07 |
60.107 |
| DEMetro_Z |
12 |
9.761 |
1.2e-07 |
47.922 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-102.129
|
1.63e-21
|
-26.370
|
| HMC_vs_SMC |
1
|
-102.984
|
1.45e-21
|
-26.590
|
| HMC_vs_SMC |
2
|
-230.208
|
1.88e-26
|
-59.440
|
| HMC_vs_SMC |
3
|
-83.227
|
2.85e-20
|
-21.489
|
| HMC_vs_SMC |
4
|
-0.009
|
0.993
|
-0.002
|
| HMC_vs_SMC |
5
|
-123.362
|
1.16e-22
|
-31.852
|
| Metro_vs_DEMetro_Z |
0
|
-12.107
|
8.34e-09
|
-3.126
|
| Metro_vs_DEMetro_Z |
1
|
-12.403
|
6.11e-09
|
-3.202
|
| Metro_vs_DEMetro_Z |
2
|
-10.520
|
4.97e-08
|
-2.716
|
| Metro_vs_DEMetro_Z |
3
|
-10.606
|
4.48e-08
|
-2.739
|
| Metro_vs_DEMetro_Z |
4
|
-6.741
|
9.46e-06
|
-1.740
|
| Metro_vs_DEMetro_Z |
5
|
-9.317
|
2.23e-07
|
-2.406
|
| HMC_vs_Metro |
0
|
0.458
|
0.654
|
0.118
|
| HMC_vs_Metro |
1
|
-0.351
|
0.731
|
-0.091
|
| HMC_vs_Metro |
2
|
-1.244
|
0.234
|
-0.321
|
| HMC_vs_Metro |
3
|
-3.599
|
0.0029
|
-0.929
|
| HMC_vs_Metro |
4
|
0.993
|
0.338
|
0.256
|
| HMC_vs_Metro |
5
|
-1.113
|
0.284
|
-0.287
|
| HMC_vs_DEMetro_Z |
0
|
-11.654
|
1.36e-08
|
-3.009
|
| HMC_vs_DEMetro_Z |
1
|
-13.772
|
1.57e-09
|
-3.556
|
| HMC_vs_DEMetro_Z |
2
|
-10.727
|
3.89e-08
|
-2.770
|
| HMC_vs_DEMetro_Z |
3
|
-10.854
|
3.36e-08
|
-2.802
|
| HMC_vs_DEMetro_Z |
4
|
0.776
|
0.451
|
0.200
|
| HMC_vs_DEMetro_Z |
5
|
-9.987
|
9.49e-08
|
-2.579
|
| Metro_vs_SMC |
0
|
-104.340
|
1.21e-21
|
-26.940
|
| Metro_vs_SMC |
1
|
-144.675
|
1.25e-23
|
-37.355
|
| Metro_vs_SMC |
2
|
-224.021
|
2.75e-26
|
-57.842
|
| Metro_vs_SMC |
3
|
-88.150
|
1.28e-20
|
-22.760
|
| Metro_vs_SMC |
4
|
-52.947
|
1.57e-17
|
-13.671
|
| Metro_vs_SMC |
5
|
-86.519
|
1.66e-20
|
-22.339
|
| DEMetro_Z_vs_SMC |
0
|
-50.031
|
3.46e-17
|
-12.918
|
| DEMetro_Z_vs_SMC |
1
|
-49.330
|
4.21e-17
|
-12.737
|
| DEMetro_Z_vs_SMC |
2
|
-39.397
|
9.59e-16
|
-10.172
|
| DEMetro_Z_vs_SMC |
3
|
-6.348
|
1.8e-05
|
-1.639
|
| DEMetro_Z_vs_SMC |
4
|
-31.093
|
2.55e-14
|
-8.028
|
| DEMetro_Z_vs_SMC |
5
|
-23.293
|
1.35e-12
|
-6.014
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
19.337 |
11.222 |
9.030 |
0.899 |
| HMC |
4 |
23.655 |
3.824 |
2.992 |
6.628 |
| HMC |
6 |
7.215 |
6.080 |
9.746 |
0.116 |
| HMC |
8 |
10.498 |
40.803 |
106.713 |
-0.284 |
| HMC |
10 |
1802.822 |
7.004 |
6.719 |
267.262 |
| HMC |
12 |
14.933 |
9.345 |
20.708 |
0.270 |
| SMC |
0 |
1298.739 |
11.222 |
9.030 |
142.590 |
| SMC |
4 |
1896.885 |
3.824 |
2.992 |
632.671 |
| SMC |
6 |
1826.505 |
6.080 |
9.746 |
186.795 |
| SMC |
8 |
8837.044 |
40.803 |
106.713 |
82.429 |
| SMC |
10 |
1818.407 |
7.004 |
6.719 |
269.581 |
| SMC |
12 |
3527.079 |
9.345 |
20.708 |
169.870 |
| Metro |
0 |
17.775 |
11.222 |
9.030 |
0.726 |
| Metro |
4 |
27.787 |
3.824 |
2.992 |
8.009 |
| Metro |
6 |
13.571 |
6.080 |
9.746 |
0.769 |
| Metro |
8 |
105.336 |
40.803 |
106.713 |
0.605 |
| Metro |
10 |
50.424 |
7.004 |
6.719 |
6.462 |
| Metro |
12 |
41.710 |
9.345 |
20.708 |
1.563 |
| DEMetro_Z |
0 |
266.357 |
11.222 |
9.030 |
28.256 |
| DEMetro_Z |
4 |
411.374 |
3.824 |
2.992 |
136.206 |
| DEMetro_Z |
6 |
417.569 |
6.080 |
9.746 |
42.223 |
| DEMetro_Z |
8 |
5556.350 |
40.803 |
106.713 |
51.686 |
| DEMetro_Z |
10 |
410.886 |
7.004 |
6.719 |
60.107 |
| DEMetro_Z |
12 |
1001.725 |
9.345 |
20.708 |
47.922 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
3.297 |
0.00526 |
15.624 |
| HMC |
4 |
2.594 |
0.0212 |
62.396 |
| HMC |
6 |
3.071 |
0.00822 |
12.034 |
| HMC |
8 |
3.752 |
0.0019 |
4.951 |
| HMC |
10 |
1.049 |
0.312 |
233.599 |
| HMC |
12 |
5.387 |
9.37e-05 |
24.088 |
| SMC |
0 |
241.105 |
7.96e-27 |
1381.841 |
| SMC |
4 |
293.875 |
5.71e-28 |
2895.802 |
| SMC |
6 |
459.018 |
4.52e-31 |
1328.506 |
| SMC |
8 |
170.801 |
1.1e-24 |
1301.863 |
| SMC |
10 |
598.736 |
1.22e-32 |
1893.074 |
| SMC |
12 |
290.373 |
6.46e-28 |
2260.339 |
| Metro |
0 |
3.656 |
0.00259 |
32.112 |
| Metro |
4 |
5.378 |
9.73e-05 |
101.751 |
| Metro |
6 |
3.676 |
0.00248 |
33.617 |
| Metro |
8 |
6.809 |
8.42e-06 |
71.978 |
| Metro |
10 |
2.966 |
0.0102 |
72.048 |
| Metro |
12 |
2.735 |
0.0161 |
62.113 |
| DEMetro_Z |
0 |
31.245 |
2.36e-14 |
561.512 |
| DEMetro_Z |
4 |
28.684 |
7.73e-14 |
1232.998 |
| DEMetro_Z |
6 |
21.565 |
3.85e-12 |
568.125 |
| DEMetro_Z |
8 |
22.443 |
2.24e-12 |
982.142 |
| DEMetro_Z |
10 |
21.618 |
3.73e-12 |
811.674 |
| DEMetro_Z |
12 |
19.712 |
1.31e-11 |
1103.118 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-25.043
|
5.01e-13
|
-6.466
|
| Metro_vs_DEMetro_Z |
1
|
-22.329
|
2.4e-12
|
-5.765
|
| Metro_vs_DEMetro_Z |
2
|
-20.059
|
1.03e-11
|
-5.179
|
| Metro_vs_DEMetro_Z |
3
|
-19.551
|
1.46e-11
|
-5.048
|
| Metro_vs_DEMetro_Z |
4
|
-19.794
|
1.24e-11
|
-5.111
|
| Metro_vs_DEMetro_Z |
5
|
-17.131
|
8.68e-11
|
-4.423
|
| DEMetro_Z_vs_SMC |
0
|
-41.283
|
5.01e-16
|
-10.659
|
| DEMetro_Z_vs_SMC |
1
|
-37.298
|
2.05e-15
|
-9.630
|
| DEMetro_Z_vs_SMC |
2
|
-29.851
|
4.47e-14
|
-7.708
|
| DEMetro_Z_vs_SMC |
3
|
-7.300
|
3.91e-06
|
-1.885
|
| DEMetro_Z_vs_SMC |
4
|
-28.620
|
7.99e-14
|
-7.390
|
| DEMetro_Z_vs_SMC |
5
|
-20.303
|
8.77e-12
|
-5.242
|
| HMC_vs_DEMetro_Z |
0
|
-32.027
|
1.69e-14
|
-8.269
|
| HMC_vs_DEMetro_Z |
1
|
-27.080
|
1.71e-13
|
-6.992
|
| HMC_vs_DEMetro_Z |
2
|
-21.937
|
3.06e-12
|
-5.664
|
| HMC_vs_DEMetro_Z |
3
|
-22.207
|
2.59e-12
|
-5.734
|
| HMC_vs_DEMetro_Z |
4
|
-2.650
|
0.019
|
-0.684
|
| HMC_vs_DEMetro_Z |
5
|
-19.145
|
1.94e-11
|
-4.943
|
| HMC_vs_Metro |
0
|
-1.597
|
0.133
|
-0.412
|
| HMC_vs_Metro |
1
|
-1.432
|
0.174
|
-0.370
|
| HMC_vs_Metro |
2
|
-2.165
|
0.0481
|
-0.559
|
| HMC_vs_Metro |
3
|
-6.074
|
2.87e-05
|
-1.568
|
| HMC_vs_Metro |
4
|
0.807
|
0.433
|
0.208
|
| HMC_vs_Metro |
5
|
-1.748
|
0.102
|
-0.451
|
| HMC_vs_SMC |
0
|
-172.209
|
1.09e-24
|
-44.464
|
| HMC_vs_SMC |
1
|
-98.267
|
2.79e-21
|
-25.372
|
| HMC_vs_SMC |
2
|
-281.384
|
1.13e-27
|
-72.653
|
| HMC_vs_SMC |
3
|
-157.332
|
3.86e-24
|
-40.623
|
| HMC_vs_SMC |
4
|
-7.472
|
3.01e-06
|
-1.929
|
| HMC_vs_SMC |
5
|
-229.067
|
2.01e-26
|
-59.145
|
| Metro_vs_SMC |
0
|
-138.045
|
2.41e-23
|
-35.643
|
| Metro_vs_SMC |
1
|
-132.301
|
4.36e-23
|
-34.160
|
| Metro_vs_SMC |
2
|
-135.704
|
3.06e-23
|
-35.039
|
| Metro_vs_SMC |
3
|
-129.492
|
5.89e-23
|
-33.435
|
| Metro_vs_SMC |
4
|
-73.947
|
1.49e-19
|
-19.093
|
| Metro_vs_SMC |
5
|
-88.616
|
1.19e-20
|
-22.881
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.433 |
0.124 |
0.020 |
15.624 |
| HMC |
4 |
0.825 |
0.110 |
0.011 |
62.396 |
| HMC |
6 |
0.409 |
0.115 |
0.024 |
12.034 |
| HMC |
8 |
0.408 |
0.137 |
0.055 |
4.951 |
| HMC |
10 |
4.105 |
0.122 |
0.017 |
233.599 |
| HMC |
12 |
0.602 |
0.121 |
0.020 |
24.088 |
| SMC |
0 |
27.433 |
0.124 |
0.020 |
1381.841 |
| SMC |
4 |
33.316 |
0.110 |
0.011 |
2895.802 |
| SMC |
6 |
32.577 |
0.115 |
0.024 |
1328.506 |
| SMC |
8 |
71.475 |
0.137 |
0.055 |
1301.863 |
| SMC |
10 |
32.397 |
0.122 |
0.017 |
1893.074 |
| SMC |
12 |
45.274 |
0.121 |
0.020 |
2260.339 |
| Metro |
0 |
0.758 |
0.124 |
0.020 |
32.112 |
| Metro |
4 |
1.277 |
0.110 |
0.011 |
101.751 |
| Metro |
6 |
0.937 |
0.115 |
0.024 |
33.617 |
| Metro |
8 |
4.081 |
0.137 |
0.055 |
71.978 |
| Metro |
10 |
1.351 |
0.122 |
0.017 |
72.048 |
| Metro |
12 |
1.362 |
0.121 |
0.020 |
62.113 |
| DEMetro_Z |
0 |
11.221 |
0.124 |
0.020 |
561.512 |
| DEMetro_Z |
4 |
14.249 |
0.110 |
0.011 |
1232.998 |
| DEMetro_Z |
6 |
13.997 |
0.115 |
0.024 |
568.125 |
| DEMetro_Z |
8 |
53.955 |
0.137 |
0.055 |
982.142 |
| DEMetro_Z |
10 |
13.960 |
0.122 |
0.017 |
811.674 |
| DEMetro_Z |
12 |
22.157 |
0.121 |
0.020 |
1103.118 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
4.364 |
0.000644 |
31.330 |
| HMC |
4 |
4.109 |
0.00106 |
75.739 |
| HMC |
6 |
3.665 |
0.00254 |
50.884 |
| HMC |
8 |
5.156 |
0.000145 |
36.414 |
| HMC |
10 |
4.277 |
0.000765 |
41.195 |
| HMC |
12 |
7.893 |
1.59e-06 |
87.083 |
| SMC |
0 |
130.544 |
4.71e-24 |
203.948 |
| SMC |
4 |
162.320 |
4.47e-25 |
309.718 |
| SMC |
6 |
133.791 |
1.47e-23 |
336.140 |
| SMC |
8 |
145.237 |
1.09e-24 |
232.310 |
| SMC |
10 |
137.379 |
4.23e-24 |
249.384 |
| SMC |
12 |
165.097 |
2.58e-25 |
290.966 |
| Metro |
0 |
6.200 |
2.29e-05 |
47.668 |
| Metro |
4 |
8.001 |
1.36e-06 |
115.968 |
| Metro |
6 |
5.560 |
7.02e-05 |
108.037 |
| Metro |
8 |
14.274 |
9.7e-10 |
193.752 |
| Metro |
10 |
6.677 |
1.04e-05 |
88.555 |
| Metro |
12 |
6.316 |
1.9e-05 |
115.516 |
| DEMetro_Z |
0 |
74.642 |
8.44e-20 |
246.507 |
| DEMetro_Z |
4 |
47.764 |
6.17e-17 |
367.656 |
| DEMetro_Z |
6 |
54.077 |
1.09e-17 |
403.902 |
| DEMetro_Z |
8 |
49.159 |
3.91e-17 |
280.930 |
| DEMetro_Z |
10 |
63.979 |
9.07e-19 |
293.120 |
| DEMetro_Z |
12 |
69.711 |
2.81e-19 |
345.613 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
12.630
|
4.84e-09
|
3.261
|
| DEMetro_Z_vs_SMC |
1
|
7.410
|
3.3e-06
|
1.913
|
| DEMetro_Z_vs_SMC |
2
|
8.110
|
1.17e-06
|
2.094
|
| DEMetro_Z_vs_SMC |
3
|
7.670
|
2.23e-06
|
1.981
|
| DEMetro_Z_vs_SMC |
4
|
8.381
|
7.94e-07
|
2.164
|
| DEMetro_Z_vs_SMC |
5
|
11.564
|
1.5e-08
|
2.986
|
| HMC_vs_Metro |
0
|
-1.394
|
0.185
|
-0.360
|
| HMC_vs_Metro |
1
|
-2.115
|
0.0528
|
-0.546
|
| HMC_vs_Metro |
2
|
-2.342
|
0.0345
|
-0.605
|
| HMC_vs_Metro |
3
|
-9.316
|
2.23e-07
|
-2.405
|
| HMC_vs_Metro |
4
|
-3.938
|
0.00149
|
-1.017
|
| HMC_vs_Metro |
5
|
-1.462
|
0.166
|
-0.378
|
| Metro_vs_DEMetro_Z |
0
|
-26.054
|
2.91e-13
|
-6.727
|
| Metro_vs_DEMetro_Z |
1
|
-15.794
|
2.57e-10
|
-4.078
|
| Metro_vs_DEMetro_Z |
2
|
-15.545
|
3.17e-10
|
-4.014
|
| Metro_vs_DEMetro_Z |
3
|
-6.558
|
1.27e-05
|
-1.693
|
| Metro_vs_DEMetro_Z |
4
|
-13.815
|
1.5e-09
|
-3.567
|
| Metro_vs_DEMetro_Z |
5
|
-12.162
|
7.87e-09
|
-3.140
|
| HMC_vs_SMC |
0
|
-24.258
|
7.74e-13
|
-6.263
|
| HMC_vs_SMC |
1
|
-12.836
|
3.92e-09
|
-3.314
|
| HMC_vs_SMC |
2
|
-20.354
|
8.47e-12
|
-5.255
|
| HMC_vs_SMC |
3
|
-27.900
|
1.13e-13
|
-7.204
|
| HMC_vs_SMC |
4
|
-20.502
|
7.68e-12
|
-5.294
|
| HMC_vs_SMC |
5
|
-17.342
|
7.36e-11
|
-4.478
|
| Metro_vs_SMC |
0
|
-20.370
|
8.39e-12
|
-5.259
|
| Metro_vs_SMC |
1
|
-12.813
|
4.01e-09
|
-3.308
|
| Metro_vs_SMC |
2
|
-11.231
|
2.18e-08
|
-2.900
|
| Metro_vs_SMC |
3
|
-2.733
|
0.0162
|
-0.706
|
| Metro_vs_SMC |
4
|
-11.623
|
1.41e-08
|
-3.001
|
| Metro_vs_SMC |
5
|
-9.315
|
2.23e-07
|
-2.405
|
| HMC_vs_DEMetro_Z |
0
|
-28.113
|
1.02e-13
|
-7.259
|
| HMC_vs_DEMetro_Z |
1
|
-15.004
|
5.07e-10
|
-3.874
|
| HMC_vs_DEMetro_Z |
2
|
-25.846
|
3.25e-13
|
-6.673
|
| HMC_vs_DEMetro_Z |
3
|
-22.565
|
2.08e-12
|
-5.826
|
| HMC_vs_DEMetro_Z |
4
|
-23.774
|
1.02e-12
|
-6.138
|
| HMC_vs_DEMetro_Z |
5
|
-20.568
|
7.35e-12
|
-5.311
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.075 |
0.015 |
0.002 |
31.330 |
| HMC |
4 |
0.111 |
0.015 |
0.001 |
75.739 |
| HMC |
6 |
0.074 |
0.015 |
0.001 |
50.884 |
| HMC |
8 |
0.078 |
0.015 |
0.002 |
36.414 |
| HMC |
10 |
0.079 |
0.014 |
0.002 |
41.195 |
| HMC |
12 |
0.132 |
0.014 |
0.001 |
87.083 |
| SMC |
0 |
0.407 |
0.015 |
0.002 |
203.948 |
| SMC |
4 |
0.408 |
0.015 |
0.001 |
309.718 |
| SMC |
6 |
0.404 |
0.015 |
0.001 |
336.140 |
| SMC |
8 |
0.416 |
0.015 |
0.002 |
232.310 |
| SMC |
10 |
0.405 |
0.014 |
0.002 |
249.384 |
| SMC |
12 |
0.407 |
0.014 |
0.001 |
290.966 |
| Metro |
0 |
0.107 |
0.015 |
0.002 |
47.668 |
| Metro |
4 |
0.162 |
0.015 |
0.001 |
115.968 |
| Metro |
6 |
0.140 |
0.015 |
0.001 |
108.037 |
| Metro |
8 |
0.350 |
0.015 |
0.002 |
193.752 |
| Metro |
10 |
0.153 |
0.014 |
0.002 |
88.555 |
| Metro |
12 |
0.170 |
0.014 |
0.001 |
115.516 |
| DEMetro_Z |
0 |
0.489 |
0.015 |
0.002 |
246.507 |
| DEMetro_Z |
4 |
0.482 |
0.015 |
0.001 |
367.656 |
| DEMetro_Z |
6 |
0.483 |
0.015 |
0.001 |
403.902 |
| DEMetro_Z |
8 |
0.500 |
0.015 |
0.002 |
280.930 |
| DEMetro_Z |
10 |
0.473 |
0.014 |
0.002 |
293.120 |
| DEMetro_Z |
12 |
0.480 |
0.014 |
0.001 |
345.613 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.469 |
0.164 |
3.660 |
| HMC |
4 |
0.050 |
0.961 |
0.024 |
| HMC |
6 |
1.579 |
0.136 |
6.531 |
| HMC |
8 |
1.660 |
0.118 |
3.299 |
| HMC |
10 |
3.581 |
0.00288 |
7.352 |
| HMC |
12 |
2.487 |
0.0261 |
28.016 |
| SMC |
0 |
17.615 |
3.72e-11 |
37.321 |
| SMC |
4 |
26.678 |
1.88e-13 |
133.547 |
| SMC |
6 |
19.012 |
1.3e-11 |
40.403 |
| SMC |
8 |
28.598 |
5.93e-14 |
88.854 |
| SMC |
10 |
18.942 |
2.04e-11 |
91.824 |
| SMC |
12 |
23.718 |
1.01e-12 |
194.078 |
| Metro |
0 |
5.695 |
2.02e-05 |
4.022 |
| Metro |
4 |
5.665 |
5.29e-05 |
12.922 |
| Metro |
6 |
4.582 |
0.000292 |
4.258 |
| Metro |
8 |
1.501 |
0.156 |
19.950 |
| Metro |
10 |
4.514 |
0.000434 |
7.635 |
| Metro |
12 |
8.165 |
9.58e-07 |
22.696 |
| DEMetro_Z |
0 |
19.006 |
2.12e-11 |
251.144 |
| DEMetro_Z |
4 |
12.059 |
8.78e-09 |
617.849 |
| DEMetro_Z |
6 |
18.029 |
4.28e-11 |
187.797 |
| DEMetro_Z |
8 |
13.866 |
1.43e-09 |
392.124 |
| DEMetro_Z |
10 |
7.584 |
2.53e-06 |
513.219 |
| DEMetro_Z |
12 |
13.311 |
2.44e-09 |
966.743 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-18.815
|
2.46e-11
|
-4.858
|
| HMC_vs_DEMetro_Z |
1
|
-12.104
|
8.38e-09
|
-3.125
|
| HMC_vs_DEMetro_Z |
2
|
-17.833
|
5.06e-11
|
-4.604
|
| HMC_vs_DEMetro_Z |
3
|
-13.758
|
1.59e-09
|
-3.552
|
| HMC_vs_DEMetro_Z |
4
|
-7.452
|
3.1e-06
|
-1.924
|
| HMC_vs_DEMetro_Z |
5
|
-12.073
|
8.66e-09
|
-3.117
|
| Metro_vs_SMC |
0
|
-14.581
|
7.4e-10
|
-3.765
|
| Metro_vs_SMC |
1
|
-20.978
|
5.63e-12
|
-5.416
|
| Metro_vs_SMC |
2
|
-16.396
|
1.56e-10
|
-4.233
|
| Metro_vs_SMC |
3
|
-4.800
|
0.000283
|
-1.239
|
| Metro_vs_SMC |
4
|
-19.067
|
2.05e-11
|
-4.923
|
| Metro_vs_SMC |
5
|
-17.369
|
7.21e-11
|
-4.485
|
| Metro_vs_DEMetro_Z |
0
|
-18.905
|
2.3e-11
|
-4.881
|
| Metro_vs_DEMetro_Z |
1
|
-11.577
|
1.48e-08
|
-2.989
|
| Metro_vs_DEMetro_Z |
2
|
-17.872
|
4.91e-11
|
-4.615
|
| Metro_vs_DEMetro_Z |
3
|
-12.771
|
4.19e-09
|
-3.298
|
| Metro_vs_DEMetro_Z |
4
|
-7.436
|
3.17e-06
|
-1.920
|
| Metro_vs_DEMetro_Z |
5
|
-13.250
|
2.6e-09
|
-3.421
|
| HMC_vs_Metro |
0
|
-0.151
|
0.882
|
-0.039
|
| HMC_vs_Metro |
1
|
-5.721
|
5.28e-05
|
-1.477
|
| HMC_vs_Metro |
2
|
0.530
|
0.604
|
0.137
|
| HMC_vs_Metro |
3
|
-1.232
|
0.238
|
-0.318
|
| HMC_vs_Metro |
4
|
-0.156
|
0.878
|
-0.040
|
| HMC_vs_Metro |
5
|
0.437
|
0.669
|
0.113
|
| HMC_vs_SMC |
0
|
-17.372
|
7.19e-11
|
-4.485
|
| HMC_vs_SMC |
1
|
-26.600
|
2.19e-13
|
-6.868
|
| HMC_vs_SMC |
2
|
-7.149
|
4.94e-06
|
-1.846
|
| HMC_vs_SMC |
3
|
-26.769
|
2e-13
|
-6.912
|
| HMC_vs_SMC |
4
|
-17.005
|
9.58e-11
|
-4.391
|
| HMC_vs_SMC |
5
|
-11.169
|
2.34e-08
|
-2.884
|
| DEMetro_Z_vs_SMC |
0
|
16.787
|
1.14e-10
|
4.335
|
| DEMetro_Z_vs_SMC |
1
|
9.737
|
1.3e-07
|
2.514
|
| DEMetro_Z_vs_SMC |
2
|
14.439
|
8.42e-10
|
3.728
|
| DEMetro_Z_vs_SMC |
3
|
10.949
|
3.01e-08
|
2.827
|
| DEMetro_Z_vs_SMC |
4
|
6.019
|
3.15e-05
|
1.554
|
| DEMetro_Z_vs_SMC |
5
|
10.622
|
4.4e-08
|
2.743
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.135 |
0.071 |
0.017 |
3.660 |
| HMC |
4 |
0.062 |
0.062 |
0.009 |
0.024 |
| HMC |
6 |
0.234 |
0.067 |
0.026 |
6.531 |
| HMC |
8 |
0.257 |
0.084 |
0.052 |
3.299 |
| HMC |
10 |
0.152 |
0.070 |
0.011 |
7.352 |
| HMC |
12 |
0.317 |
0.066 |
0.009 |
28.016 |
| SMC |
0 |
0.723 |
0.071 |
0.017 |
37.321 |
| SMC |
4 |
1.261 |
0.062 |
0.009 |
133.547 |
| SMC |
6 |
1.104 |
0.067 |
0.026 |
40.403 |
| SMC |
8 |
4.745 |
0.084 |
0.052 |
88.854 |
| SMC |
10 |
1.102 |
0.070 |
0.011 |
91.824 |
| SMC |
12 |
1.802 |
0.066 |
0.009 |
194.078 |
| Metro |
0 |
0.142 |
0.071 |
0.017 |
4.022 |
| Metro |
4 |
0.178 |
0.062 |
0.009 |
12.922 |
| Metro |
6 |
0.176 |
0.067 |
0.026 |
4.258 |
| Metro |
8 |
1.131 |
0.084 |
0.052 |
19.950 |
| Metro |
10 |
0.155 |
0.070 |
0.011 |
7.635 |
| Metro |
12 |
0.269 |
0.066 |
0.009 |
22.696 |
| DEMetro_Z |
0 |
4.456 |
0.071 |
0.017 |
251.144 |
| DEMetro_Z |
4 |
5.609 |
0.062 |
0.009 |
617.849 |
| DEMetro_Z |
6 |
4.889 |
0.067 |
0.026 |
187.797 |
| DEMetro_Z |
8 |
20.654 |
0.084 |
0.052 |
392.124 |
| DEMetro_Z |
10 |
5.840 |
0.070 |
0.011 |
513.219 |
| DEMetro_Z |
12 |
8.716 |
0.066 |
0.009 |
966.743 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.279 |
0.221 |
3.945 |
| HMC |
4 |
1.533 |
0.141 |
0.940 |
| HMC |
6 |
0.973 |
0.345 |
1.001 |
| HMC |
8 |
-1.224 |
0.241 |
-0.317 |
| HMC |
10 |
0.119 |
0.907 |
0.053 |
| HMC |
12 |
0.362 |
0.721 |
0.177 |
| SMC |
0 |
183.504 |
1.43e-30 |
136.513 |
| SMC |
4 |
147.151 |
6.88e-24 |
602.467 |
| SMC |
6 |
202.304 |
1.64e-29 |
180.315 |
| SMC |
8 |
43.386 |
6.98e-17 |
74.538 |
| SMC |
10 |
149.953 |
1e-24 |
261.274 |
| SMC |
12 |
59.970 |
1.51e-18 |
160.414 |
| Metro |
0 |
0.566 |
0.579 |
0.468 |
| Metro |
4 |
2.534 |
0.0219 |
2.378 |
| Metro |
6 |
1.141 |
0.264 |
0.406 |
| Metro |
8 |
1.016 |
0.327 |
26.648 |
| Metro |
10 |
-0.284 |
0.779 |
-0.094 |
| Metro |
12 |
1.272 |
0.216 |
0.634 |
| DEMetro_Z |
0 |
6.602 |
1.06e-05 |
15.860 |
| DEMetro_Z |
4 |
5.539 |
7.27e-05 |
63.990 |
| DEMetro_Z |
6 |
7.529 |
2.41e-06 |
18.565 |
| DEMetro_Z |
8 |
8.756 |
4.2e-07 |
25.947 |
| DEMetro_Z |
10 |
4.175 |
0.000932 |
33.899 |
| DEMetro_Z |
12 |
7.274 |
3.81e-06 |
24.930 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-39.798
|
8.33e-16
|
-10.276
|
| HMC_vs_SMC |
1
|
-134.834
|
3.35e-23
|
-34.814
|
| HMC_vs_SMC |
2
|
-127.463
|
7.35e-23
|
-32.911
|
| HMC_vs_SMC |
3
|
-44.053
|
2.03e-16
|
-11.374
|
| HMC_vs_SMC |
4
|
-150.687
|
7.07e-24
|
-38.907
|
| HMC_vs_SMC |
5
|
-59.929
|
2.79e-18
|
-15.474
|
| Metro_vs_DEMetro_Z |
0
|
-5.984
|
3.34e-05
|
-1.545
|
| Metro_vs_DEMetro_Z |
1
|
-5.308
|
0.00011
|
-1.371
|
| Metro_vs_DEMetro_Z |
2
|
-7.507
|
2.85e-06
|
-1.938
|
| Metro_vs_DEMetro_Z |
3
|
0.027
|
0.979
|
0.007
|
| Metro_vs_DEMetro_Z |
4
|
-4.151
|
0.00098
|
-1.072
|
| Metro_vs_DEMetro_Z |
5
|
-7.457
|
3.08e-06
|
-1.925
|
| HMC_vs_Metro |
0
|
1.252
|
0.231
|
0.323
|
| HMC_vs_Metro |
1
|
-2.246
|
0.0414
|
-0.580
|
| HMC_vs_Metro |
2
|
0.566
|
0.58
|
0.146
|
| HMC_vs_Metro |
3
|
-1.028
|
0.321
|
-0.265
|
| HMC_vs_Metro |
4
|
0.430
|
0.674
|
0.111
|
| HMC_vs_Metro |
5
|
-2.471
|
0.0269
|
-0.638
|
| HMC_vs_DEMetro_Z |
0
|
-3.527
|
0.00335
|
-0.911
|
| HMC_vs_DEMetro_Z |
1
|
-5.400
|
9.35e-05
|
-1.394
|
| HMC_vs_DEMetro_Z |
2
|
-6.157
|
2.49e-05
|
-1.590
|
| HMC_vs_DEMetro_Z |
3
|
-8.911
|
3.82e-07
|
-2.301
|
| HMC_vs_DEMetro_Z |
4
|
-4.110
|
0.00106
|
-1.061
|
| HMC_vs_DEMetro_Z |
5
|
-7.553
|
2.66e-06
|
-1.950
|
| Metro_vs_SMC |
0
|
-102.648
|
1.52e-21
|
-26.504
|
| Metro_vs_SMC |
1
|
-125.103
|
9.54e-23
|
-32.301
|
| Metro_vs_SMC |
2
|
-182.931
|
4.69e-25
|
-47.233
|
| Metro_vs_SMC |
3
|
-1.787
|
0.0957
|
-0.461
|
| Metro_vs_SMC |
4
|
-150.752
|
7.02e-24
|
-38.924
|
| Metro_vs_SMC |
5
|
-59.627
|
3e-18
|
-15.396
|
| DEMetro_Z_vs_SMC |
0
|
-50.529
|
3.01e-17
|
-13.047
|
| DEMetro_Z_vs_SMC |
1
|
-44.514
|
1.76e-16
|
-11.493
|
| DEMetro_Z_vs_SMC |
2
|
-69.452
|
3.57e-19
|
-17.932
|
| DEMetro_Z_vs_SMC |
3
|
-12.702
|
4.5e-09
|
-3.280
|
| DEMetro_Z_vs_SMC |
4
|
-27.792
|
1.2e-13
|
-7.176
|
| DEMetro_Z_vs_SMC |
5
|
-31.756
|
1.9e-14
|
-8.199
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
46.845 |
11.222 |
9.030 |
3.945 |
| HMC |
4 |
6.636 |
3.824 |
2.992 |
0.940 |
| HMC |
6 |
15.836 |
6.080 |
9.746 |
1.001 |
| HMC |
8 |
7.006 |
40.803 |
106.713 |
-0.317 |
| HMC |
10 |
7.358 |
7.004 |
6.719 |
0.053 |
| HMC |
12 |
13.018 |
9.345 |
20.708 |
0.177 |
| SMC |
0 |
1243.867 |
11.222 |
9.030 |
136.513 |
| SMC |
4 |
1806.509 |
3.824 |
2.992 |
602.467 |
| SMC |
6 |
1763.350 |
6.080 |
9.746 |
180.315 |
| SMC |
8 |
7995.002 |
40.803 |
106.713 |
74.538 |
| SMC |
10 |
1762.589 |
7.004 |
6.719 |
261.274 |
| SMC |
12 |
3331.259 |
9.345 |
20.708 |
160.414 |
| Metro |
0 |
15.446 |
11.222 |
9.030 |
0.468 |
| Metro |
4 |
10.939 |
3.824 |
2.992 |
2.378 |
| Metro |
6 |
10.037 |
6.080 |
9.746 |
0.406 |
| Metro |
8 |
2884.525 |
40.803 |
106.713 |
26.648 |
| Metro |
10 |
6.374 |
7.004 |
6.719 |
-0.094 |
| Metro |
12 |
22.466 |
9.345 |
20.708 |
0.634 |
| DEMetro_Z |
0 |
154.433 |
11.222 |
9.030 |
15.860 |
| DEMetro_Z |
4 |
195.292 |
3.824 |
2.992 |
63.990 |
| DEMetro_Z |
6 |
187.009 |
6.080 |
9.746 |
18.565 |
| DEMetro_Z |
8 |
2809.658 |
40.803 |
106.713 |
25.947 |
| DEMetro_Z |
10 |
234.781 |
7.004 |
6.719 |
33.899 |
| DEMetro_Z |
12 |
525.597 |
9.345 |
20.708 |
24.930 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.449 |
0.169 |
62.826 |
| HMC |
4 |
2.979 |
0.00988 |
11.797 |
| HMC |
6 |
1.544 |
0.145 |
28.720 |
| HMC |
8 |
2.081 |
0.056 |
5.620 |
| HMC |
10 |
3.591 |
0.0029 |
11.490 |
| HMC |
12 |
2.260 |
0.0402 |
13.758 |
| SMC |
0 |
485.852 |
1.85e-31 |
1351.416 |
| SMC |
4 |
282.962 |
9.72e-28 |
2821.172 |
| SMC |
6 |
404.928 |
3.23e-30 |
1304.093 |
| SMC |
8 |
90.239 |
8.95e-21 |
1242.138 |
| SMC |
10 |
287.790 |
6.94e-28 |
1862.401 |
| SMC |
12 |
112.564 |
4.12e-22 |
2195.324 |
| Metro |
0 |
5.647 |
5.57e-05 |
14.215 |
| Metro |
4 |
3.102 |
0.0078 |
47.732 |
| Metro |
6 |
3.667 |
0.00253 |
21.879 |
| Metro |
8 |
1.516 |
0.152 |
106.596 |
| Metro |
10 |
7.831 |
1.4e-06 |
15.366 |
| Metro |
12 |
4.190 |
0.000906 |
41.207 |
| DEMetro_Z |
0 |
13.235 |
2.63e-09 |
425.158 |
| DEMetro_Z |
4 |
10.668 |
4.17e-08 |
839.871 |
| DEMetro_Z |
6 |
15.975 |
2.2e-10 |
379.798 |
| DEMetro_Z |
8 |
19.636 |
1.38e-11 |
691.882 |
| DEMetro_Z |
10 |
9.498 |
1.76e-07 |
590.162 |
| DEMetro_Z |
12 |
12.310 |
6.74e-09 |
825.779 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-12.814
|
4.01e-09
|
-3.308
|
| Metro_vs_DEMetro_Z |
1
|
-9.257
|
2.41e-07
|
-2.390
|
| Metro_vs_DEMetro_Z |
2
|
-14.970
|
5.23e-10
|
-3.865
|
| Metro_vs_DEMetro_Z |
3
|
-7.914
|
1.55e-06
|
-2.043
|
| Metro_vs_DEMetro_Z |
4
|
-9.334
|
2.18e-07
|
-2.410
|
| Metro_vs_DEMetro_Z |
5
|
-11.798
|
1.16e-08
|
-3.046
|
| DEMetro_Z_vs_SMC |
0
|
-29.240
|
5.94e-14
|
-7.550
|
| DEMetro_Z_vs_SMC |
1
|
-25.374
|
4.18e-13
|
-6.552
|
| DEMetro_Z_vs_SMC |
2
|
-39.631
|
8.83e-16
|
-10.233
|
| DEMetro_Z_vs_SMC |
3
|
-14.070
|
1.18e-09
|
-3.633
|
| DEMetro_Z_vs_SMC |
4
|
-20.478
|
7.81e-12
|
-5.287
|
| DEMetro_Z_vs_SMC |
5
|
-20.455
|
7.92e-12
|
-5.282
|
| HMC_vs_DEMetro_Z |
0
|
-8.017
|
1.34e-06
|
-2.070
|
| HMC_vs_DEMetro_Z |
1
|
-10.385
|
5.84e-08
|
-2.681
|
| HMC_vs_DEMetro_Z |
2
|
-11.308
|
2e-08
|
-2.920
|
| HMC_vs_DEMetro_Z |
3
|
-20.121
|
9.91e-12
|
-5.195
|
| HMC_vs_DEMetro_Z |
4
|
-9.148
|
2.78e-07
|
-2.362
|
| HMC_vs_DEMetro_Z |
5
|
-11.706
|
1.28e-08
|
-3.023
|
| HMC_vs_Metro |
0
|
1.110
|
0.286
|
0.287
|
| HMC_vs_Metro |
1
|
-2.837
|
0.0132
|
-0.733
|
| HMC_vs_Metro |
2
|
0.367
|
0.719
|
0.095
|
| HMC_vs_Metro |
3
|
-1.433
|
0.174
|
-0.370
|
| HMC_vs_Metro |
4
|
-0.979
|
0.344
|
-0.253
|
| HMC_vs_Metro |
5
|
-2.117
|
0.0527
|
-0.547
|
| HMC_vs_SMC |
0
|
-29.786
|
4.61e-14
|
-7.691
|
| HMC_vs_SMC |
1
|
-208.983
|
7.27e-26
|
-53.959
|
| HMC_vs_SMC |
2
|
-66.934
|
5.97e-19
|
-17.282
|
| HMC_vs_SMC |
3
|
-89.587
|
1.02e-20
|
-23.131
|
| HMC_vs_SMC |
4
|
-281.246
|
1.14e-27
|
-72.617
|
| HMC_vs_SMC |
5
|
-99.467
|
2.36e-21
|
-25.682
|
| Metro_vs_SMC |
0
|
-390.339
|
1.16e-29
|
-100.785
|
| Metro_vs_SMC |
1
|
-114.622
|
3.25e-22
|
-29.595
|
| Metro_vs_SMC |
2
|
-170.511
|
1.25e-24
|
-44.026
|
| Metro_vs_SMC |
3
|
-14.983
|
5.17e-10
|
-3.869
|
| Metro_vs_SMC |
4
|
-333.880
|
1.03e-28
|
-86.207
|
| Metro_vs_SMC |
5
|
-100.316
|
2.09e-21
|
-25.901
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
1.365 |
0.124 |
0.020 |
62.826 |
| HMC |
4 |
0.245 |
0.110 |
0.011 |
11.797 |
| HMC |
6 |
0.817 |
0.115 |
0.024 |
28.720 |
| HMC |
8 |
0.445 |
0.137 |
0.055 |
5.620 |
| HMC |
10 |
0.318 |
0.122 |
0.017 |
11.490 |
| HMC |
12 |
0.396 |
0.121 |
0.020 |
13.758 |
| SMC |
0 |
26.831 |
0.124 |
0.020 |
1351.416 |
| SMC |
4 |
32.460 |
0.110 |
0.011 |
2821.172 |
| SMC |
6 |
31.980 |
0.115 |
0.024 |
1304.093 |
| SMC |
8 |
68.202 |
0.137 |
0.055 |
1242.138 |
| SMC |
10 |
31.874 |
0.122 |
0.017 |
1862.401 |
| SMC |
12 |
43.975 |
0.121 |
0.020 |
2195.324 |
| Metro |
0 |
0.405 |
0.124 |
0.020 |
14.215 |
| Metro |
4 |
0.657 |
0.110 |
0.011 |
47.732 |
| Metro |
6 |
0.650 |
0.115 |
0.024 |
21.879 |
| Metro |
8 |
5.978 |
0.137 |
0.055 |
106.596 |
| Metro |
10 |
0.384 |
0.122 |
0.017 |
15.366 |
| Metro |
12 |
0.944 |
0.121 |
0.020 |
41.207 |
| DEMetro_Z |
0 |
8.526 |
0.124 |
0.020 |
425.158 |
| DEMetro_Z |
4 |
9.741 |
0.110 |
0.011 |
839.871 |
| DEMetro_Z |
6 |
9.396 |
0.115 |
0.024 |
379.798 |
| DEMetro_Z |
8 |
38.050 |
0.137 |
0.055 |
691.882 |
| DEMetro_Z |
10 |
10.184 |
0.122 |
0.017 |
590.162 |
| DEMetro_Z |
12 |
16.617 |
0.121 |
0.020 |
825.779 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
2.195 |
0.0455 |
46.412 |
| HMC |
4 |
3.970 |
0.00138 |
19.969 |
| HMC |
6 |
2.051 |
0.0595 |
87.809 |
| HMC |
8 |
2.014 |
0.0636 |
60.739 |
| HMC |
10 |
5.048 |
0.000176 |
28.045 |
| HMC |
12 |
2.190 |
0.0459 |
71.951 |
| SMC |
0 |
132.500 |
3.58e-24 |
204.801 |
| SMC |
4 |
130.807 |
1.81e-23 |
309.927 |
| SMC |
6 |
135.945 |
1.2e-23 |
345.957 |
| SMC |
8 |
138.595 |
2.67e-24 |
231.717 |
| SMC |
10 |
111.739 |
1.61e-22 |
255.352 |
| SMC |
12 |
193.113 |
1.31e-26 |
296.381 |
| Metro |
0 |
6.576 |
1.21e-05 |
35.031 |
| Metro |
4 |
4.583 |
0.000425 |
76.974 |
| Metro |
6 |
4.866 |
0.000249 |
85.387 |
| Metro |
8 |
5.038 |
0.000181 |
121.042 |
| Metro |
10 |
6.257 |
2.07e-05 |
37.453 |
| Metro |
12 |
6.052 |
2.97e-05 |
88.353 |
| DEMetro_Z |
0 |
27.393 |
1.41e-13 |
260.065 |
| DEMetro_Z |
4 |
23.384 |
1.27e-12 |
427.860 |
| DEMetro_Z |
6 |
36.731 |
2.47e-15 |
422.480 |
| DEMetro_Z |
8 |
31.961 |
1.69e-14 |
321.141 |
| DEMetro_Z |
10 |
28.004 |
1.05e-13 |
324.634 |
| DEMetro_Z |
12 |
42.119 |
3.63e-16 |
391.504 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
5.725
|
5.25e-05
|
1.478
|
| DEMetro_Z_vs_SMC |
1
|
6.358
|
1.77e-05
|
1.642
|
| DEMetro_Z_vs_SMC |
2
|
5.896
|
3.9e-05
|
1.522
|
| DEMetro_Z_vs_SMC |
3
|
8.757
|
4.71e-07
|
2.261
|
| DEMetro_Z_vs_SMC |
4
|
5.492
|
7.94e-05
|
1.418
|
| DEMetro_Z_vs_SMC |
5
|
10.471
|
5.27e-08
|
2.704
|
| HMC_vs_Metro |
0
|
0.499
|
0.625
|
0.129
|
| HMC_vs_Metro |
1
|
-3.659
|
0.00258
|
-0.945
|
| HMC_vs_Metro |
2
|
0.052
|
0.96
|
0.013
|
| HMC_vs_Metro |
3
|
-1.803
|
0.093
|
-0.465
|
| HMC_vs_Metro |
4
|
-1.236
|
0.237
|
-0.319
|
| HMC_vs_Metro |
5
|
-0.410
|
0.688
|
-0.106
|
| Metro_vs_DEMetro_Z |
0
|
-20.915
|
5.86e-12
|
-5.400
|
| Metro_vs_DEMetro_Z |
1
|
-12.717
|
4.42e-09
|
-3.284
|
| Metro_vs_DEMetro_Z |
2
|
-16.719
|
1.2e-10
|
-4.317
|
| Metro_vs_DEMetro_Z |
3
|
-7.788
|
1.87e-06
|
-2.011
|
| Metro_vs_DEMetro_Z |
4
|
-20.523
|
7.57e-12
|
-5.299
|
| Metro_vs_DEMetro_Z |
5
|
-18.869
|
2.36e-11
|
-4.872
|
| HMC_vs_SMC |
0
|
-7.690
|
2.16e-06
|
-1.985
|
| HMC_vs_SMC |
1
|
-51.968
|
2.04e-17
|
-13.418
|
| HMC_vs_SMC |
2
|
-6.142
|
2.55e-05
|
-1.586
|
| HMC_vs_SMC |
3
|
-5.755
|
4.98e-05
|
-1.486
|
| HMC_vs_SMC |
4
|
-35.172
|
4.63e-15
|
-9.081
|
| HMC_vs_SMC |
5
|
-6.669
|
1.06e-05
|
-1.722
|
| Metro_vs_SMC |
0
|
-31.798
|
1.87e-14
|
-8.210
|
| Metro_vs_SMC |
1
|
-12.915
|
3.62e-09
|
-3.335
|
| Metro_vs_SMC |
2
|
-15.114
|
4.6e-10
|
-3.902
|
| Metro_vs_SMC |
3
|
-4.605
|
0.000408
|
-1.189
|
| Metro_vs_SMC |
4
|
-32.757
|
1.24e-14
|
-8.458
|
| Metro_vs_SMC |
5
|
-15.182
|
4.34e-10
|
-3.920
|
| HMC_vs_DEMetro_Z |
0
|
-9.081
|
3.04e-07
|
-2.345
|
| HMC_vs_DEMetro_Z |
1
|
-22.136
|
2.71e-12
|
-5.716
|
| HMC_vs_DEMetro_Z |
2
|
-7.273
|
4.08e-06
|
-1.878
|
| HMC_vs_DEMetro_Z |
3
|
-7.928
|
1.52e-06
|
-2.047
|
| HMC_vs_DEMetro_Z |
4
|
-21.783
|
3.37e-12
|
-5.624
|
| HMC_vs_DEMetro_Z |
5
|
-8.790
|
4.5e-07
|
-2.270
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.104 |
0.015 |
0.002 |
46.412 |
| HMC |
4 |
0.040 |
0.015 |
0.001 |
19.969 |
| HMC |
6 |
0.116 |
0.015 |
0.001 |
87.809 |
| HMC |
8 |
0.120 |
0.015 |
0.002 |
60.739 |
| HMC |
10 |
0.058 |
0.014 |
0.002 |
28.045 |
| HMC |
12 |
0.111 |
0.014 |
0.001 |
71.951 |
| SMC |
0 |
0.409 |
0.015 |
0.002 |
204.801 |
| SMC |
4 |
0.408 |
0.015 |
0.001 |
309.927 |
| SMC |
6 |
0.416 |
0.015 |
0.001 |
345.957 |
| SMC |
8 |
0.415 |
0.015 |
0.002 |
231.717 |
| SMC |
10 |
0.414 |
0.014 |
0.002 |
255.352 |
| SMC |
12 |
0.414 |
0.014 |
0.001 |
296.381 |
| Metro |
0 |
0.082 |
0.015 |
0.002 |
35.031 |
| Metro |
4 |
0.112 |
0.015 |
0.001 |
76.974 |
| Metro |
6 |
0.114 |
0.015 |
0.001 |
85.387 |
| Metro |
8 |
0.224 |
0.015 |
0.002 |
121.042 |
| Metro |
10 |
0.073 |
0.014 |
0.002 |
37.453 |
| Metro |
12 |
0.133 |
0.014 |
0.001 |
88.353 |
| DEMetro_Z |
0 |
0.515 |
0.015 |
0.002 |
260.065 |
| DEMetro_Z |
4 |
0.558 |
0.015 |
0.001 |
427.860 |
| DEMetro_Z |
6 |
0.504 |
0.015 |
0.001 |
422.480 |
| DEMetro_Z |
8 |
0.570 |
0.015 |
0.002 |
321.141 |
| DEMetro_Z |
10 |
0.523 |
0.014 |
0.002 |
324.634 |
| DEMetro_Z |
12 |
0.542 |
0.014 |
0.001 |
391.504 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Varying_Mode_Distance_with_Corr_and_Tails
(Mixture,
mm,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
2.866 |
0.00952 |
1.712 |
| HMC |
4 |
3.535 |
0.00169 |
1.674 |
| HMC |
6 |
1.226 |
0.231 |
0.390 |
| HMC |
8 |
0.765 |
0.451 |
0.246 |
| HMC |
10 |
2.664 |
0.0129 |
1.096 |
| HMC |
12 |
3.641 |
0.00213 |
3.337 |
| SMC |
0 |
3.457 |
0.00253 |
2.126 |
| SMC |
4 |
2.134 |
0.0467 |
1.523 |
| SMC |
6 |
1.017 |
0.32 |
0.296 |
| SMC |
8 |
2.736 |
0.0113 |
1.250 |
| SMC |
10 |
1.788 |
0.085 |
0.729 |
| SMC |
12 |
4.041 |
0.000622 |
2.379 |
| Metro |
0 |
4.282 |
0.000667 |
6.323 |
| Metro |
4 |
4.428 |
0.000507 |
7.011 |
| Metro |
6 |
1.770 |
0.0876 |
0.626 |
| Metro |
8 |
2.390 |
0.0246 |
1.065 |
| Metro |
10 |
2.494 |
0.0225 |
1.770 |
| Metro |
12 |
5.068 |
0.000101 |
4.403 |
| DEMetro_Z |
0 |
2.624 |
0.0191 |
3.414 |
| DEMetro_Z |
4 |
2.173 |
0.047 |
4.950 |
| DEMetro_Z |
6 |
0.983 |
0.338 |
0.671 |
| DEMetro_Z |
8 |
3.145 |
0.00519 |
1.959 |
| DEMetro_Z |
10 |
3.482 |
0.00261 |
2.436 |
| DEMetro_Z |
12 |
4.638 |
0.000274 |
4.652 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-1.180
|
0.258
|
-0.305
|
| HMC_vs_DEMetro_Z |
1
|
-1.363
|
0.194
|
-0.352
|
| HMC_vs_DEMetro_Z |
2
|
-0.468
|
0.647
|
-0.121
|
| HMC_vs_DEMetro_Z |
3
|
-3.081
|
0.00814
|
-0.795
|
| HMC_vs_DEMetro_Z |
4
|
-1.787
|
0.0955
|
-0.462
|
| HMC_vs_DEMetro_Z |
5
|
-1.104
|
0.288
|
-0.285
|
| Metro_vs_SMC |
0
|
2.546
|
0.0233
|
0.657
|
| Metro_vs_SMC |
1
|
2.822
|
0.0136
|
0.729
|
| Metro_vs_SMC |
2
|
1.348
|
0.199
|
0.348
|
| Metro_vs_SMC |
3
|
-0.356
|
0.727
|
-0.092
|
| Metro_vs_SMC |
4
|
1.346
|
0.2
|
0.347
|
| Metro_vs_SMC |
5
|
2.550
|
0.0231
|
0.658
|
| Metro_vs_DEMetro_Z |
0
|
1.308
|
0.212
|
0.338
|
| Metro_vs_DEMetro_Z |
1
|
0.758
|
0.461
|
0.196
|
| Metro_vs_DEMetro_Z |
2
|
-0.065
|
0.949
|
-0.017
|
| Metro_vs_DEMetro_Z |
3
|
-1.404
|
0.182
|
-0.362
|
| Metro_vs_DEMetro_Z |
4
|
-0.739
|
0.472
|
-0.191
|
| Metro_vs_DEMetro_Z |
5
|
-0.201
|
0.843
|
-0.052
|
| HMC_vs_Metro |
0
|
-3.339
|
0.00487
|
-0.862
|
| HMC_vs_Metro |
1
|
-3.430
|
0.00407
|
-0.885
|
| HMC_vs_Metro |
2
|
-0.695
|
0.498
|
-0.179
|
| HMC_vs_Metro |
3
|
-2.729
|
0.0163
|
-0.705
|
| HMC_vs_Metro |
4
|
-0.827
|
0.422
|
-0.214
|
| HMC_vs_Metro |
5
|
-0.843
|
0.413
|
-0.218
|
| HMC_vs_SMC |
0
|
-0.503
|
0.623
|
-0.130
|
| HMC_vs_SMC |
1
|
0.163
|
0.873
|
0.042
|
| HMC_vs_SMC |
2
|
0.504
|
0.622
|
0.130
|
| HMC_vs_SMC |
3
|
-2.292
|
0.0379
|
-0.592
|
| HMC_vs_SMC |
4
|
0.758
|
0.461
|
0.196
|
| HMC_vs_SMC |
5
|
0.873
|
0.397
|
0.225
|
| DEMetro_Z_vs_SMC |
0
|
1.088
|
0.295
|
0.281
|
| DEMetro_Z_vs_SMC |
1
|
1.378
|
0.19
|
0.356
|
| DEMetro_Z_vs_SMC |
2
|
0.600
|
0.558
|
0.155
|
| DEMetro_Z_vs_SMC |
3
|
1.080
|
0.298
|
0.279
|
| DEMetro_Z_vs_SMC |
4
|
3.310
|
0.00516
|
0.855
|
| DEMetro_Z_vs_SMC |
5
|
2.065
|
0.0579
|
0.533
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.121 |
0.053 |
0.040 |
1.712 |
| HMC |
4 |
0.110 |
0.054 |
0.033 |
1.674 |
| HMC |
6 |
0.126 |
0.083 |
0.111 |
0.390 |
| HMC |
8 |
0.132 |
0.091 |
0.165 |
0.246 |
| HMC |
10 |
0.143 |
0.069 |
0.067 |
1.096 |
| HMC |
12 |
0.170 |
0.053 |
0.035 |
3.337 |
| SMC |
0 |
0.138 |
0.053 |
0.040 |
2.126 |
| SMC |
4 |
0.105 |
0.054 |
0.033 |
1.523 |
| SMC |
6 |
0.115 |
0.083 |
0.111 |
0.296 |
| SMC |
8 |
0.298 |
0.091 |
0.165 |
1.250 |
| SMC |
10 |
0.119 |
0.069 |
0.067 |
0.729 |
| SMC |
12 |
0.136 |
0.053 |
0.035 |
2.379 |
| Metro |
0 |
0.304 |
0.053 |
0.040 |
6.323 |
| Metro |
4 |
0.287 |
0.054 |
0.033 |
7.011 |
| Metro |
6 |
0.152 |
0.083 |
0.111 |
0.626 |
| Metro |
8 |
0.267 |
0.091 |
0.165 |
1.065 |
| Metro |
10 |
0.189 |
0.069 |
0.067 |
1.770 |
| Metro |
12 |
0.208 |
0.053 |
0.035 |
4.403 |
| DEMetro_Z |
0 |
0.189 |
0.053 |
0.040 |
3.414 |
| DEMetro_Z |
4 |
0.218 |
0.054 |
0.033 |
4.950 |
| DEMetro_Z |
6 |
0.157 |
0.083 |
0.111 |
0.671 |
| DEMetro_Z |
8 |
0.415 |
0.091 |
0.165 |
1.959 |
| DEMetro_Z |
10 |
0.234 |
0.069 |
0.067 |
2.436 |
| DEMetro_Z |
12 |
0.216 |
0.053 |
0.035 |
4.652 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
-1.050 |
0.311 |
-0.272 |
| HMC |
4 |
1.845 |
0.0767 |
0.811 |
| HMC |
6 |
-0.929 |
0.368 |
-0.241 |
| HMC |
8 |
-0.578 |
0.571 |
-0.160 |
| HMC |
10 |
-1.117 |
0.282 |
-0.291 |
| HMC |
12 |
-0.094 |
0.926 |
-0.032 |
| SMC |
0 |
-0.598 |
0.559 |
-0.156 |
| SMC |
4 |
5.445 |
6.66e-05 |
7.336 |
| SMC |
6 |
-0.877 |
0.395 |
-0.227 |
| SMC |
8 |
0.125 |
0.902 |
0.034 |
| SMC |
10 |
-0.346 |
0.734 |
-0.092 |
| SMC |
12 |
0.832 |
0.413 |
0.262 |
| Metro |
0 |
-0.997 |
0.335 |
-0.258 |
| Metro |
4 |
0.970 |
0.342 |
0.454 |
| Metro |
6 |
-1.067 |
0.304 |
-0.276 |
| Metro |
8 |
-0.561 |
0.582 |
-0.155 |
| Metro |
10 |
-0.787 |
0.443 |
-0.210 |
| Metro |
12 |
0.385 |
0.703 |
0.155 |
| DEMetro_Z |
0 |
-0.493 |
0.628 |
-0.132 |
| DEMetro_Z |
4 |
1.926 |
0.0731 |
2.534 |
| DEMetro_Z |
6 |
-1.056 |
0.309 |
-0.273 |
| DEMetro_Z |
8 |
-0.530 |
0.603 |
-0.146 |
| DEMetro_Z |
10 |
-1.072 |
0.301 |
-0.279 |
| DEMetro_Z |
12 |
0.317 |
0.754 |
0.125 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-2.916
|
0.0113
|
-0.753
|
| HMC_vs_SMC |
1
|
-5.026
|
0.000185
|
-1.298
|
| HMC_vs_SMC |
2
|
-0.475
|
0.642
|
-0.123
|
| HMC_vs_SMC |
3
|
-4.619
|
0.000398
|
-1.193
|
| HMC_vs_SMC |
4
|
-2.438
|
0.0287
|
-0.630
|
| HMC_vs_SMC |
5
|
-1.223
|
0.241
|
-0.316
|
| Metro_vs_DEMetro_Z |
0
|
-1.842
|
0.0867
|
-0.476
|
| Metro_vs_DEMetro_Z |
1
|
-1.585
|
0.135
|
-0.409
|
| Metro_vs_DEMetro_Z |
2
|
-1.129
|
0.278
|
-0.291
|
| Metro_vs_DEMetro_Z |
3
|
-0.916
|
0.375
|
-0.237
|
| Metro_vs_DEMetro_Z |
4
|
0.997
|
0.336
|
0.257
|
| Metro_vs_DEMetro_Z |
5
|
0.317
|
0.756
|
0.082
|
| HMC_vs_Metro |
0
|
-0.586
|
0.567
|
-0.151
|
| HMC_vs_Metro |
1
|
0.783
|
0.446
|
0.202
|
| HMC_vs_Metro |
2
|
1.094
|
0.293
|
0.282
|
| HMC_vs_Metro |
3
|
-2.975
|
0.01
|
-0.768
|
| HMC_vs_Metro |
4
|
-1.034
|
0.319
|
-0.267
|
| HMC_vs_Metro |
5
|
-0.763
|
0.458
|
-0.197
|
| HMC_vs_DEMetro_Z |
0
|
-2.409
|
0.0303
|
-0.622
|
| HMC_vs_DEMetro_Z |
1
|
-1.308
|
0.212
|
-0.338
|
| HMC_vs_DEMetro_Z |
2
|
1.045
|
0.314
|
0.270
|
| HMC_vs_DEMetro_Z |
3
|
-1.313
|
0.21
|
-0.339
|
| HMC_vs_DEMetro_Z |
4
|
-0.313
|
0.759
|
-0.081
|
| HMC_vs_DEMetro_Z |
5
|
-0.749
|
0.466
|
-0.193
|
| Metro_vs_SMC |
0
|
-2.017
|
0.0633
|
-0.521
|
| Metro_vs_SMC |
1
|
-4.849
|
0.000258
|
-1.252
|
| Metro_vs_SMC |
2
|
-3.999
|
0.00132
|
-1.032
|
| Metro_vs_SMC |
3
|
-4.498
|
0.000502
|
-1.161
|
| Metro_vs_SMC |
4
|
-1.460
|
0.166
|
-0.377
|
| Metro_vs_SMC |
5
|
-0.431
|
0.673
|
-0.111
|
| DEMetro_Z_vs_SMC |
0
|
0.332
|
0.745
|
0.086
|
| DEMetro_Z_vs_SMC |
1
|
-2.555
|
0.0229
|
-0.660
|
| DEMetro_Z_vs_SMC |
2
|
-3.925
|
0.00153
|
-1.013
|
| DEMetro_Z_vs_SMC |
3
|
-4.437
|
0.000564
|
-1.146
|
| DEMetro_Z_vs_SMC |
4
|
-2.231
|
0.0425
|
-0.576
|
| DEMetro_Z_vs_SMC |
5
|
-0.523
|
0.609
|
-0.135
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
3.971 |
16.297 |
45.265 |
-0.272 |
| HMC |
4 |
3.561 |
2.133 |
1.761 |
0.811 |
| HMC |
6 |
9.356 |
52.717 |
179.621 |
-0.241 |
| HMC |
8 |
42.472 |
105.394 |
394.325 |
-0.160 |
| HMC |
10 |
4.053 |
11.724 |
26.319 |
-0.291 |
| HMC |
12 |
4.071 |
4.249 |
5.608 |
-0.032 |
| SMC |
0 |
9.235 |
16.297 |
45.265 |
-0.156 |
| SMC |
4 |
15.049 |
2.133 |
1.761 |
7.336 |
| SMC |
6 |
12.024 |
52.717 |
179.621 |
-0.227 |
| SMC |
8 |
118.862 |
105.394 |
394.325 |
0.034 |
| SMC |
10 |
9.308 |
11.724 |
26.319 |
-0.092 |
| SMC |
12 |
5.721 |
4.249 |
5.608 |
0.262 |
| Metro |
0 |
4.603 |
16.297 |
45.265 |
-0.258 |
| Metro |
4 |
2.931 |
2.133 |
1.761 |
0.454 |
| Metro |
6 |
3.216 |
52.717 |
179.621 |
-0.276 |
| Metro |
8 |
44.308 |
105.394 |
394.325 |
-0.155 |
| Metro |
10 |
6.189 |
11.724 |
26.319 |
-0.210 |
| Metro |
12 |
5.121 |
4.249 |
5.608 |
0.155 |
| DEMetro_Z |
0 |
10.323 |
16.297 |
45.265 |
-0.132 |
| DEMetro_Z |
4 |
6.594 |
2.133 |
1.761 |
2.534 |
| DEMetro_Z |
6 |
3.728 |
52.717 |
179.621 |
-0.273 |
| DEMetro_Z |
8 |
47.755 |
105.394 |
394.325 |
-0.146 |
| DEMetro_Z |
10 |
4.377 |
11.724 |
26.319 |
-0.279 |
| DEMetro_Z |
12 |
4.949 |
4.249 |
5.608 |
0.125 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
4.145 |
0.000332 |
1.831 |
| HMC |
4 |
6.188 |
6.81e-06 |
4.248 |
| HMC |
6 |
1.942 |
0.0624 |
0.760 |
| HMC |
8 |
1.926 |
0.0649 |
0.632 |
| HMC |
10 |
5.792 |
7.68e-06 |
3.028 |
| HMC |
12 |
5.798 |
3.04e-05 |
6.500 |
| SMC |
0 |
7.408 |
2.48e-06 |
12.287 |
| SMC |
4 |
7.972 |
1.35e-06 |
31.810 |
| SMC |
6 |
5.867 |
1.59e-05 |
4.404 |
| SMC |
8 |
7.567 |
2.18e-06 |
16.368 |
| SMC |
10 |
8.475 |
3.48e-07 |
10.047 |
| SMC |
12 |
7.833 |
1.26e-06 |
12.757 |
| Metro |
0 |
6.594 |
5.83e-06 |
6.313 |
| Metro |
4 |
8.146 |
7.13e-07 |
11.763 |
| Metro |
6 |
4.445 |
0.000126 |
1.632 |
| Metro |
8 |
4.682 |
8.41e-05 |
2.102 |
| Metro |
10 |
3.387 |
0.00411 |
5.038 |
| Metro |
12 |
8.502 |
2.75e-07 |
8.933 |
| DEMetro_Z |
0 |
3.513 |
0.0032 |
5.470 |
| DEMetro_Z |
4 |
3.546 |
0.00317 |
11.389 |
| DEMetro_Z |
6 |
3.206 |
0.00427 |
1.819 |
| DEMetro_Z |
8 |
4.293 |
0.000522 |
3.836 |
| DEMetro_Z |
10 |
5.898 |
1.68e-05 |
4.750 |
| DEMetro_Z |
12 |
7.958 |
7.44e-07 |
9.164 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
0.414
|
0.685
|
0.107
|
| Metro_vs_DEMetro_Z |
1
|
0.115
|
0.91
|
0.030
|
| Metro_vs_DEMetro_Z |
2
|
-0.320
|
0.753
|
-0.083
|
| Metro_vs_DEMetro_Z |
3
|
-2.520
|
0.0245
|
-0.651
|
| Metro_vs_DEMetro_Z |
4
|
0.172
|
0.866
|
0.045
|
| Metro_vs_DEMetro_Z |
5
|
-0.217
|
0.831
|
-0.056
|
| DEMetro_Z_vs_SMC |
0
|
-3.244
|
0.00588
|
-0.838
|
| DEMetro_Z_vs_SMC |
1
|
-4.186
|
0.000914
|
-1.081
|
| DEMetro_Z_vs_SMC |
2
|
-2.940
|
0.0107
|
-0.759
|
| DEMetro_Z_vs_SMC |
3
|
-5.823
|
4.42e-05
|
-1.503
|
| DEMetro_Z_vs_SMC |
4
|
-4.453
|
0.000546
|
-1.150
|
| DEMetro_Z_vs_SMC |
5
|
-1.985
|
0.0671
|
-0.513
|
| HMC_vs_DEMetro_Z |
0
|
-2.343
|
0.0344
|
-0.605
|
| HMC_vs_DEMetro_Z |
1
|
-2.004
|
0.0648
|
-0.517
|
| HMC_vs_DEMetro_Z |
2
|
-3.625
|
0.00276
|
-0.936
|
| HMC_vs_DEMetro_Z |
3
|
-3.696
|
0.0024
|
-0.954
|
| HMC_vs_DEMetro_Z |
4
|
-2.110
|
0.0534
|
-0.545
|
| HMC_vs_DEMetro_Z |
5
|
-2.171
|
0.0476
|
-0.561
|
| HMC_vs_Metro |
0
|
-4.452
|
0.000548
|
-1.149
|
| HMC_vs_Metro |
1
|
-4.366
|
0.000645
|
-1.127
|
| HMC_vs_Metro |
2
|
-1.970
|
0.0689
|
-0.509
|
| HMC_vs_Metro |
3
|
-4.371
|
0.00064
|
-1.129
|
| HMC_vs_Metro |
4
|
-1.180
|
0.258
|
-0.305
|
| HMC_vs_Metro |
5
|
-1.523
|
0.15
|
-0.393
|
| HMC_vs_SMC |
0
|
-6.541
|
1.31e-05
|
-1.689
|
| HMC_vs_SMC |
1
|
-7.232
|
4.34e-06
|
-1.867
|
| HMC_vs_SMC |
2
|
-4.517
|
0.000483
|
-1.166
|
| HMC_vs_SMC |
3
|
-7.272
|
4.08e-06
|
-1.878
|
| HMC_vs_SMC |
4
|
-6.224
|
2.22e-05
|
-1.607
|
| HMC_vs_SMC |
5
|
-4.135
|
0.00101
|
-1.068
|
| Metro_vs_SMC |
0
|
-2.712
|
0.0169
|
-0.700
|
| Metro_vs_SMC |
1
|
-4.361
|
0.000652
|
-1.126
|
| Metro_vs_SMC |
2
|
-4.619
|
0.000398
|
-1.193
|
| Metro_vs_SMC |
3
|
-6.636
|
1.12e-05
|
-1.713
|
| Metro_vs_SMC |
4
|
-3.033
|
0.00895
|
-0.783
|
| Metro_vs_SMC |
5
|
-1.815
|
0.091
|
-0.469
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.205 |
0.115 |
0.049 |
1.831 |
| HMC |
4 |
0.200 |
0.107 |
0.022 |
4.248 |
| HMC |
6 |
0.209 |
0.134 |
0.099 |
0.760 |
| HMC |
8 |
0.226 |
0.144 |
0.130 |
0.632 |
| HMC |
10 |
0.252 |
0.123 |
0.043 |
3.028 |
| HMC |
12 |
0.265 |
0.107 |
0.024 |
6.500 |
| SMC |
0 |
0.717 |
0.115 |
0.049 |
12.287 |
| SMC |
4 |
0.799 |
0.107 |
0.022 |
31.810 |
| SMC |
6 |
0.570 |
0.134 |
0.099 |
4.404 |
| SMC |
8 |
2.280 |
0.144 |
0.130 |
16.368 |
| SMC |
10 |
0.551 |
0.123 |
0.043 |
10.047 |
| SMC |
12 |
0.417 |
0.107 |
0.024 |
12.757 |
| Metro |
0 |
0.424 |
0.115 |
0.049 |
6.313 |
| Metro |
4 |
0.363 |
0.107 |
0.022 |
11.763 |
| Metro |
6 |
0.296 |
0.134 |
0.099 |
1.632 |
| Metro |
8 |
0.418 |
0.144 |
0.130 |
2.102 |
| Metro |
10 |
0.337 |
0.123 |
0.043 |
5.038 |
| Metro |
12 |
0.324 |
0.107 |
0.024 |
8.933 |
| DEMetro_Z |
0 |
0.383 |
0.115 |
0.049 |
5.470 |
| DEMetro_Z |
4 |
0.355 |
0.107 |
0.022 |
11.389 |
| DEMetro_Z |
6 |
0.314 |
0.134 |
0.099 |
1.819 |
| DEMetro_Z |
8 |
0.644 |
0.144 |
0.130 |
3.836 |
| DEMetro_Z |
10 |
0.325 |
0.123 |
0.043 |
4.750 |
| DEMetro_Z |
12 |
0.330 |
0.107 |
0.024 |
9.164 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
3.936 |
0.000661 |
1.973 |
| HMC |
4 |
5.001 |
9.88e-05 |
3.798 |
| HMC |
6 |
4.184 |
0.000534 |
2.895 |
| HMC |
8 |
4.572 |
0.000378 |
7.001 |
| HMC |
10 |
6.626 |
7.33e-06 |
8.136 |
| HMC |
12 |
6.441 |
1.35e-05 |
13.826 |
| SMC |
0 |
11.224 |
1.51e-08 |
21.537 |
| SMC |
4 |
11.008 |
2.33e-08 |
29.480 |
| SMC |
6 |
9.279 |
1.82e-07 |
19.342 |
| SMC |
8 |
11.190 |
2.22e-08 |
76.056 |
| SMC |
10 |
11.151 |
1.5e-08 |
19.221 |
| SMC |
12 |
9.263 |
1.89e-07 |
19.904 |
| Metro |
0 |
6.977 |
4.89e-06 |
11.217 |
| Metro |
4 |
7.545 |
1.87e-06 |
11.372 |
| Metro |
6 |
8.413 |
2.97e-07 |
8.545 |
| Metro |
8 |
6.767 |
8.24e-06 |
18.266 |
| Metro |
10 |
4.544 |
0.000416 |
8.278 |
| Metro |
12 |
7.745 |
1.53e-06 |
13.881 |
| DEMetro_Z |
0 |
4.765 |
0.000218 |
5.000 |
| DEMetro_Z |
4 |
7.841 |
6.36e-07 |
7.329 |
| DEMetro_Z |
6 |
6.243 |
1.58e-05 |
8.720 |
| DEMetro_Z |
8 |
7.605 |
2.26e-06 |
23.696 |
| DEMetro_Z |
10 |
5.079 |
0.000158 |
13.286 |
| DEMetro_Z |
12 |
5.921 |
3.52e-05 |
18.461 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
-8.221
|
9.96e-07
|
-2.123
|
| DEMetro_Z_vs_SMC |
1
|
-7.556
|
2.65e-06
|
-1.951
|
| DEMetro_Z_vs_SMC |
2
|
-3.692
|
0.00242
|
-0.953
|
| DEMetro_Z_vs_SMC |
3
|
-6.766
|
9.08e-06
|
-1.747
|
| DEMetro_Z_vs_SMC |
4
|
-2.500
|
0.0255
|
-0.646
|
| DEMetro_Z_vs_SMC |
5
|
-0.447
|
0.661
|
-0.116
|
| HMC_vs_Metro |
0
|
-5.396
|
9.43e-05
|
-1.393
|
| HMC_vs_Metro |
1
|
-4.094
|
0.0011
|
-1.057
|
| HMC_vs_Metro |
2
|
-4.785
|
0.00029
|
-1.236
|
| HMC_vs_Metro |
3
|
-3.502
|
0.00352
|
-0.904
|
| HMC_vs_Metro |
4
|
-0.057
|
0.956
|
-0.015
|
| HMC_vs_Metro |
5
|
-0.017
|
0.986
|
-0.004
|
| Metro_vs_DEMetro_Z |
0
|
3.169
|
0.00683
|
0.818
|
| Metro_vs_DEMetro_Z |
1
|
2.733
|
0.0162
|
0.706
|
| Metro_vs_DEMetro_Z |
2
|
-0.108
|
0.915
|
-0.028
|
| Metro_vs_DEMetro_Z |
3
|
-1.496
|
0.157
|
-0.386
|
| Metro_vs_DEMetro_Z |
4
|
-1.475
|
0.162
|
-0.381
|
| Metro_vs_DEMetro_Z |
5
|
-1.181
|
0.257
|
-0.305
|
| HMC_vs_SMC |
0
|
-9.377
|
2.06e-07
|
-2.421
|
| HMC_vs_SMC |
1
|
-9.623
|
1.5e-07
|
-2.485
|
| HMC_vs_SMC |
2
|
-6.952
|
6.74e-06
|
-1.795
|
| HMC_vs_SMC |
3
|
-10.432
|
5.52e-08
|
-2.694
|
| HMC_vs_SMC |
4
|
-6.284
|
2.01e-05
|
-1.622
|
| HMC_vs_SMC |
5
|
-2.000
|
0.0653
|
-0.516
|
| Metro_vs_SMC |
0
|
-3.378
|
0.0045
|
-0.872
|
| Metro_vs_SMC |
1
|
-5.092
|
0.000164
|
-1.315
|
| Metro_vs_SMC |
2
|
-6.224
|
2.22e-05
|
-1.607
|
| Metro_vs_SMC |
3
|
-9.303
|
2.27e-07
|
-2.402
|
| Metro_vs_SMC |
4
|
-4.371
|
0.000639
|
-1.129
|
| Metro_vs_SMC |
5
|
-1.839
|
0.0872
|
-0.475
|
| HMC_vs_DEMetro_Z |
0
|
-2.573
|
0.0221
|
-0.664
|
| HMC_vs_DEMetro_Z |
1
|
-2.870
|
0.0124
|
-0.741
|
| HMC_vs_DEMetro_Z |
2
|
-4.184
|
0.000918
|
-1.080
|
| HMC_vs_DEMetro_Z |
3
|
-4.810
|
0.000277
|
-1.242
|
| HMC_vs_DEMetro_Z |
4
|
-2.120
|
0.0523
|
-0.547
|
| HMC_vs_DEMetro_Z |
5
|
-1.617
|
0.128
|
-0.417
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.028 |
0.015 |
0.006 |
1.973 |
| HMC |
4 |
0.032 |
0.016 |
0.004 |
3.798 |
| HMC |
6 |
0.028 |
0.014 |
0.005 |
2.895 |
| HMC |
8 |
0.036 |
0.013 |
0.003 |
7.001 |
| HMC |
10 |
0.048 |
0.014 |
0.004 |
8.136 |
| HMC |
12 |
0.051 |
0.012 |
0.003 |
13.826 |
| SMC |
0 |
0.151 |
0.015 |
0.006 |
21.537 |
| SMC |
4 |
0.144 |
0.016 |
0.004 |
29.480 |
| SMC |
6 |
0.109 |
0.014 |
0.005 |
19.342 |
| SMC |
8 |
0.263 |
0.013 |
0.003 |
76.056 |
| SMC |
10 |
0.094 |
0.014 |
0.004 |
19.221 |
| SMC |
12 |
0.068 |
0.012 |
0.003 |
19.904 |
| Metro |
0 |
0.086 |
0.015 |
0.006 |
11.217 |
| Metro |
4 |
0.065 |
0.016 |
0.004 |
11.372 |
| Metro |
6 |
0.056 |
0.014 |
0.005 |
8.545 |
| Metro |
8 |
0.073 |
0.013 |
0.003 |
18.266 |
| Metro |
10 |
0.048 |
0.014 |
0.004 |
8.278 |
| Metro |
12 |
0.051 |
0.012 |
0.003 |
13.881 |
| DEMetro_Z |
0 |
0.047 |
0.015 |
0.006 |
5.000 |
| DEMetro_Z |
4 |
0.048 |
0.016 |
0.004 |
7.329 |
| DEMetro_Z |
6 |
0.057 |
0.014 |
0.005 |
8.720 |
| DEMetro_Z |
8 |
0.091 |
0.013 |
0.003 |
23.696 |
| DEMetro_Z |
10 |
0.069 |
0.014 |
0.004 |
13.286 |
| DEMetro_Z |
12 |
0.064 |
0.012 |
0.003 |
18.461 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.726 |
0.106 |
3.522 |
| HMC |
4 |
1.704 |
0.107 |
1.425 |
| HMC |
6 |
2.214 |
0.0367 |
0.676 |
| HMC |
8 |
0.350 |
0.73 |
0.103 |
| HMC |
10 |
1.782 |
0.0857 |
0.686 |
| HMC |
12 |
4.892 |
0.000176 |
5.492 |
| SMC |
0 |
0.642 |
0.527 |
0.205 |
| SMC |
4 |
1.969 |
0.0624 |
1.127 |
| SMC |
6 |
1.925 |
0.0645 |
0.739 |
| SMC |
8 |
3.721 |
0.00141 |
2.354 |
| SMC |
10 |
2.322 |
0.0327 |
1.857 |
| SMC |
12 |
2.659 |
0.0181 |
4.319 |
| Metro |
0 |
4.165 |
0.000822 |
5.595 |
| Metro |
4 |
3.535 |
0.00313 |
6.515 |
| Metro |
6 |
2.619 |
0.0144 |
1.102 |
| Metro |
8 |
2.652 |
0.0136 |
1.179 |
| Metro |
10 |
2.438 |
0.0253 |
1.748 |
| Metro |
12 |
3.541 |
0.00288 |
4.301 |
| DEMetro_Z |
0 |
2.656 |
0.017 |
2.407 |
| DEMetro_Z |
4 |
3.193 |
0.00539 |
2.715 |
| DEMetro_Z |
6 |
1.509 |
0.143 |
0.521 |
| DEMetro_Z |
8 |
1.449 |
0.166 |
1.387 |
| DEMetro_Z |
10 |
4.347 |
0.000168 |
1.675 |
| DEMetro_Z |
12 |
7.925 |
6.23e-07 |
7.883 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
0.482
|
0.637
|
0.124
|
| HMC_vs_DEMetro_Z |
1
|
-1.140
|
0.273
|
-0.294
|
| HMC_vs_DEMetro_Z |
2
|
0.586
|
0.567
|
0.151
|
| HMC_vs_DEMetro_Z |
3
|
-1.463
|
0.165
|
-0.378
|
| HMC_vs_DEMetro_Z |
4
|
-2.224
|
0.0431
|
-0.574
|
| HMC_vs_DEMetro_Z |
5
|
-1.448
|
0.17
|
-0.374
|
| Metro_vs_SMC |
0
|
4.135
|
0.00101
|
1.068
|
| Metro_vs_SMC |
1
|
2.715
|
0.0167
|
0.701
|
| Metro_vs_SMC |
2
|
0.805
|
0.434
|
0.208
|
| Metro_vs_SMC |
3
|
-1.923
|
0.075
|
-0.497
|
| Metro_vs_SMC |
4
|
-0.095
|
0.926
|
-0.024
|
| Metro_vs_SMC |
5
|
-0.015
|
0.988
|
-0.004
|
| Metro_vs_DEMetro_Z |
0
|
1.884
|
0.0805
|
0.486
|
| Metro_vs_DEMetro_Z |
1
|
1.649
|
0.121
|
0.426
|
| Metro_vs_DEMetro_Z |
2
|
1.312
|
0.211
|
0.339
|
| Metro_vs_DEMetro_Z |
3
|
-0.270
|
0.791
|
-0.070
|
| Metro_vs_DEMetro_Z |
4
|
0.093
|
0.927
|
0.024
|
| Metro_vs_DEMetro_Z |
5
|
-2.585
|
0.0216
|
-0.667
|
| HMC_vs_Metro |
0
|
-1.079
|
0.299
|
-0.279
|
| HMC_vs_Metro |
1
|
-2.358
|
0.0335
|
-0.609
|
| HMC_vs_Metro |
2
|
-1.104
|
0.288
|
-0.285
|
| HMC_vs_Metro |
3
|
-3.001
|
0.00954
|
-0.775
|
| HMC_vs_Metro |
4
|
-1.865
|
0.0833
|
-0.481
|
| HMC_vs_Metro |
5
|
0.607
|
0.554
|
0.157
|
| HMC_vs_SMC |
0
|
1.633
|
0.125
|
0.422
|
| HMC_vs_SMC |
1
|
0.297
|
0.771
|
0.077
|
| HMC_vs_SMC |
2
|
-0.200
|
0.845
|
-0.052
|
| HMC_vs_SMC |
3
|
-3.724
|
0.00227
|
-0.961
|
| HMC_vs_SMC |
4
|
-1.479
|
0.161
|
-0.382
|
| HMC_vs_SMC |
5
|
0.505
|
0.622
|
0.130
|
| DEMetro_Z_vs_SMC |
0
|
2.500
|
0.0255
|
0.645
|
| DEMetro_Z_vs_SMC |
1
|
1.808
|
0.0922
|
0.467
|
| DEMetro_Z_vs_SMC |
2
|
-0.536
|
0.601
|
-0.138
|
| DEMetro_Z_vs_SMC |
3
|
-1.096
|
0.292
|
-0.283
|
| DEMetro_Z_vs_SMC |
4
|
-0.220
|
0.829
|
-0.057
|
| DEMetro_Z_vs_SMC |
5
|
2.079
|
0.0565
|
0.537
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.193 |
0.053 |
0.040 |
3.522 |
| HMC |
4 |
0.102 |
0.054 |
0.033 |
1.425 |
| HMC |
6 |
0.157 |
0.083 |
0.111 |
0.676 |
| HMC |
8 |
0.108 |
0.091 |
0.165 |
0.103 |
| HMC |
10 |
0.116 |
0.069 |
0.067 |
0.686 |
| HMC |
12 |
0.246 |
0.053 |
0.035 |
5.492 |
| SMC |
0 |
0.061 |
0.053 |
0.040 |
0.205 |
| SMC |
4 |
0.092 |
0.054 |
0.033 |
1.127 |
| SMC |
6 |
0.164 |
0.083 |
0.111 |
0.739 |
| SMC |
8 |
0.480 |
0.091 |
0.165 |
2.354 |
| SMC |
10 |
0.195 |
0.069 |
0.067 |
1.857 |
| SMC |
12 |
0.205 |
0.053 |
0.035 |
4.319 |
| Metro |
0 |
0.275 |
0.053 |
0.040 |
5.595 |
| Metro |
4 |
0.270 |
0.054 |
0.033 |
6.515 |
| Metro |
6 |
0.204 |
0.083 |
0.111 |
1.102 |
| Metro |
8 |
0.286 |
0.091 |
0.165 |
1.179 |
| Metro |
10 |
0.187 |
0.069 |
0.067 |
1.748 |
| Metro |
12 |
0.204 |
0.053 |
0.035 |
4.301 |
| DEMetro_Z |
0 |
0.149 |
0.053 |
0.040 |
2.407 |
| DEMetro_Z |
4 |
0.144 |
0.054 |
0.033 |
2.715 |
| DEMetro_Z |
6 |
0.140 |
0.083 |
0.111 |
0.521 |
| DEMetro_Z |
8 |
0.320 |
0.091 |
0.165 |
1.387 |
| DEMetro_Z |
10 |
0.182 |
0.069 |
0.067 |
1.675 |
| DEMetro_Z |
12 |
0.330 |
0.053 |
0.035 |
7.883 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
0.516 |
0.612 |
0.354 |
| HMC |
4 |
2.286 |
0.0304 |
0.950 |
| HMC |
6 |
-1.056 |
0.309 |
-0.273 |
| HMC |
8 |
-0.551 |
0.588 |
-0.152 |
| HMC |
10 |
-0.974 |
0.345 |
-0.257 |
| HMC |
12 |
0.322 |
0.75 |
0.138 |
| SMC |
0 |
-0.919 |
0.374 |
-0.238 |
| SMC |
4 |
3.685 |
0.0022 |
5.106 |
| SMC |
6 |
-0.990 |
0.339 |
-0.256 |
| SMC |
8 |
-0.472 |
0.643 |
-0.130 |
| SMC |
10 |
-1.021 |
0.325 |
-0.264 |
| SMC |
12 |
-0.274 |
0.786 |
-0.097 |
| Metro |
0 |
-1.039 |
0.316 |
-0.268 |
| Metro |
4 |
2.544 |
0.0182 |
1.287 |
| Metro |
6 |
-1.077 |
0.3 |
-0.278 |
| Metro |
8 |
-0.531 |
0.602 |
-0.147 |
| Metro |
10 |
-0.982 |
0.342 |
-0.257 |
| Metro |
12 |
-0.053 |
0.958 |
-0.021 |
| DEMetro_Z |
0 |
-0.998 |
0.335 |
-0.259 |
| DEMetro_Z |
4 |
1.973 |
0.0605 |
0.977 |
| DEMetro_Z |
6 |
-1.071 |
0.302 |
-0.277 |
| DEMetro_Z |
8 |
-0.464 |
0.648 |
-0.128 |
| DEMetro_Z |
10 |
-1.068 |
0.303 |
-0.279 |
| DEMetro_Z |
12 |
0.507 |
0.617 |
0.203 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
0.928
|
0.369
|
0.239
|
| HMC_vs_SMC |
1
|
-3.167
|
0.00685
|
-0.818
|
| HMC_vs_SMC |
2
|
-1.992
|
0.0662
|
-0.514
|
| HMC_vs_SMC |
3
|
-1.325
|
0.206
|
-0.342
|
| HMC_vs_SMC |
4
|
0.137
|
0.893
|
0.035
|
| HMC_vs_SMC |
5
|
1.182
|
0.257
|
0.305
|
| Metro_vs_DEMetro_Z |
0
|
-0.526
|
0.607
|
-0.136
|
| Metro_vs_DEMetro_Z |
1
|
0.989
|
0.339
|
0.255
|
| Metro_vs_DEMetro_Z |
2
|
-0.637
|
0.534
|
-0.165
|
| Metro_vs_DEMetro_Z |
3
|
-0.753
|
0.464
|
-0.194
|
| Metro_vs_DEMetro_Z |
4
|
0.617
|
0.547
|
0.159
|
| Metro_vs_DEMetro_Z |
5
|
-1.479
|
0.161
|
-0.382
|
| HMC_vs_Metro |
0
|
0.980
|
0.344
|
0.253
|
| HMC_vs_Metro |
1
|
-0.845
|
0.412
|
-0.218
|
| HMC_vs_Metro |
2
|
0.818
|
0.427
|
0.211
|
| HMC_vs_Metro |
3
|
-0.665
|
0.517
|
-0.172
|
| HMC_vs_Metro |
4
|
-0.020
|
0.984
|
-0.005
|
| HMC_vs_Metro |
5
|
0.973
|
0.347
|
0.251
|
| HMC_vs_DEMetro_Z |
0
|
0.991
|
0.338
|
0.256
|
| HMC_vs_DEMetro_Z |
1
|
-0.082
|
0.936
|
-0.021
|
| HMC_vs_DEMetro_Z |
2
|
0.625
|
0.542
|
0.161
|
| HMC_vs_DEMetro_Z |
3
|
-0.942
|
0.362
|
-0.243
|
| HMC_vs_DEMetro_Z |
4
|
0.379
|
0.71
|
0.098
|
| HMC_vs_DEMetro_Z |
5
|
-0.385
|
0.706
|
-0.099
|
| Metro_vs_SMC |
0
|
-1.077
|
0.3
|
-0.278
|
| Metro_vs_SMC |
1
|
-2.693
|
0.0175
|
-0.695
|
| Metro_vs_SMC |
2
|
-4.036
|
0.00123
|
-1.042
|
| Metro_vs_SMC |
3
|
-1.010
|
0.33
|
-0.261
|
| Metro_vs_SMC |
4
|
0.185
|
0.856
|
0.048
|
| Metro_vs_SMC |
5
|
0.666
|
0.516
|
0.172
|
| DEMetro_Z_vs_SMC |
0
|
-0.590
|
0.564
|
-0.152
|
| DEMetro_Z_vs_SMC |
1
|
-2.923
|
0.0111
|
-0.755
|
| DEMetro_Z_vs_SMC |
2
|
-3.383
|
0.00446
|
-0.874
|
| DEMetro_Z_vs_SMC |
3
|
0.037
|
0.971
|
0.010
|
| DEMetro_Z_vs_SMC |
4
|
-0.299
|
0.769
|
-0.077
|
| DEMetro_Z_vs_SMC |
5
|
1.726
|
0.106
|
0.446
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
32.319 |
16.297 |
45.265 |
0.354 |
| HMC |
4 |
3.805 |
2.133 |
1.761 |
0.950 |
| HMC |
6 |
3.738 |
52.717 |
179.621 |
-0.273 |
| HMC |
8 |
45.469 |
105.394 |
394.325 |
-0.152 |
| HMC |
10 |
4.956 |
11.724 |
26.319 |
-0.257 |
| HMC |
12 |
5.023 |
4.249 |
5.608 |
0.138 |
| SMC |
0 |
5.522 |
16.297 |
45.265 |
-0.238 |
| SMC |
4 |
11.123 |
2.133 |
1.761 |
5.106 |
| SMC |
6 |
6.814 |
52.717 |
179.621 |
-0.256 |
| SMC |
8 |
54.323 |
105.394 |
394.325 |
-0.130 |
| SMC |
10 |
4.764 |
11.724 |
26.319 |
-0.264 |
| SMC |
12 |
3.704 |
4.249 |
5.608 |
-0.097 |
| Metro |
0 |
4.144 |
16.297 |
45.265 |
-0.268 |
| Metro |
4 |
4.399 |
2.133 |
1.761 |
1.287 |
| Metro |
6 |
2.749 |
52.717 |
179.621 |
-0.278 |
| Metro |
8 |
47.567 |
105.394 |
394.325 |
-0.147 |
| Metro |
10 |
4.970 |
11.724 |
26.319 |
-0.257 |
| Metro |
12 |
4.131 |
4.249 |
5.608 |
-0.021 |
| DEMetro_Z |
0 |
4.589 |
16.297 |
45.265 |
-0.259 |
| DEMetro_Z |
4 |
3.853 |
2.133 |
1.761 |
0.977 |
| DEMetro_Z |
6 |
3.025 |
52.717 |
179.621 |
-0.277 |
| DEMetro_Z |
8 |
54.788 |
105.394 |
394.325 |
-0.128 |
| DEMetro_Z |
10 |
4.377 |
11.724 |
26.319 |
-0.279 |
| DEMetro_Z |
12 |
5.386 |
4.249 |
5.608 |
0.203 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
1.972 |
0.0676 |
3.007 |
| HMC |
4 |
4.272 |
0.000559 |
3.960 |
| HMC |
6 |
2.276 |
0.033 |
0.672 |
| HMC |
8 |
2.215 |
0.0351 |
0.781 |
| HMC |
10 |
3.009 |
0.00688 |
1.785 |
| HMC |
12 |
6.086 |
2.04e-05 |
8.181 |
| SMC |
0 |
6.450 |
9.49e-06 |
7.497 |
| SMC |
4 |
4.277 |
0.00076 |
25.825 |
| SMC |
6 |
5.720 |
9.52e-06 |
3.035 |
| SMC |
8 |
5.657 |
4.34e-05 |
7.196 |
| SMC |
10 |
7.026 |
2.92e-06 |
7.106 |
| SMC |
12 |
5.471 |
7.16e-05 |
10.071 |
| Metro |
0 |
5.239 |
8.73e-05 |
5.748 |
| Metro |
4 |
6.005 |
2.83e-05 |
12.480 |
| Metro |
6 |
4.887 |
4e-05 |
1.662 |
| Metro |
8 |
4.329 |
0.000328 |
2.621 |
| Metro |
10 |
5.364 |
5.42e-05 |
4.614 |
| Metro |
12 |
5.191 |
0.000113 |
7.720 |
| DEMetro_Z |
0 |
5.088 |
4.61e-05 |
2.786 |
| DEMetro_Z |
4 |
5.723 |
3.64e-05 |
6.765 |
| DEMetro_Z |
6 |
3.583 |
0.00141 |
1.137 |
| DEMetro_Z |
8 |
2.144 |
0.0485 |
2.629 |
| DEMetro_Z |
10 |
5.655 |
2.67e-05 |
4.470 |
| DEMetro_Z |
12 |
12.285 |
1.3e-09 |
11.831 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
2.427
|
0.0293
|
0.627
|
| Metro_vs_DEMetro_Z |
1
|
2.453
|
0.0279
|
0.633
|
| Metro_vs_DEMetro_Z |
2
|
1.526
|
0.149
|
0.394
|
| Metro_vs_DEMetro_Z |
3
|
-0.008
|
0.993
|
-0.002
|
| Metro_vs_DEMetro_Z |
4
|
0.129
|
0.899
|
0.033
|
| Metro_vs_DEMetro_Z |
5
|
-2.573
|
0.0221
|
-0.664
|
| DEMetro_Z_vs_SMC |
0
|
-3.687
|
0.00244
|
-0.952
|
| DEMetro_Z_vs_SMC |
1
|
-2.977
|
0.01
|
-0.769
|
| DEMetro_Z_vs_SMC |
2
|
-3.465
|
0.00379
|
-0.895
|
| DEMetro_Z_vs_SMC |
3
|
-2.574
|
0.0221
|
-0.665
|
| DEMetro_Z_vs_SMC |
4
|
-3.158
|
0.00697
|
-0.816
|
| DEMetro_Z_vs_SMC |
5
|
0.844
|
0.413
|
0.218
|
| HMC_vs_DEMetro_Z |
0
|
0.138
|
0.892
|
0.036
|
| HMC_vs_DEMetro_Z |
1
|
-1.771
|
0.0983
|
-0.457
|
| HMC_vs_DEMetro_Z |
2
|
-1.810
|
0.0918
|
-0.467
|
| HMC_vs_DEMetro_Z |
3
|
-1.516
|
0.152
|
-0.391
|
| HMC_vs_DEMetro_Z |
4
|
-2.972
|
0.0101
|
-0.767
|
| HMC_vs_DEMetro_Z |
5
|
-2.030
|
0.0618
|
-0.524
|
| HMC_vs_Metro |
0
|
-3.428
|
0.00408
|
-0.885
|
| HMC_vs_Metro |
1
|
-3.688
|
0.00243
|
-0.952
|
| HMC_vs_Metro |
2
|
-4.174
|
0.000937
|
-1.078
|
| HMC_vs_Metro |
3
|
-3.187
|
0.00659
|
-0.823
|
| HMC_vs_Metro |
4
|
-4.850
|
0.000257
|
-1.252
|
| HMC_vs_Metro |
5
|
0.213
|
0.835
|
0.055
|
| HMC_vs_SMC |
0
|
-2.745
|
0.0158
|
-0.709
|
| HMC_vs_SMC |
1
|
-3.523
|
0.00337
|
-0.910
|
| HMC_vs_SMC |
2
|
-5.123
|
0.000155
|
-1.323
|
| HMC_vs_SMC |
3
|
-5.309
|
0.00011
|
-1.371
|
| HMC_vs_SMC |
4
|
-6.054
|
2.97e-05
|
-1.563
|
| HMC_vs_SMC |
5
|
-0.784
|
0.446
|
-0.202
|
| Metro_vs_SMC |
0
|
-1.189
|
0.254
|
-0.307
|
| Metro_vs_SMC |
1
|
-2.123
|
0.0521
|
-0.548
|
| Metro_vs_SMC |
2
|
-2.923
|
0.0111
|
-0.755
|
| Metro_vs_SMC |
3
|
-3.664
|
0.00255
|
-0.946
|
| Metro_vs_SMC |
4
|
-2.286
|
0.0383
|
-0.590
|
| Metro_vs_SMC |
5
|
-1.862
|
0.0837
|
-0.481
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.262 |
0.115 |
0.049 |
3.007 |
| HMC |
4 |
0.193 |
0.107 |
0.022 |
3.960 |
| HMC |
6 |
0.201 |
0.134 |
0.099 |
0.672 |
| HMC |
8 |
0.246 |
0.144 |
0.130 |
0.781 |
| HMC |
10 |
0.199 |
0.123 |
0.043 |
1.785 |
| HMC |
12 |
0.306 |
0.107 |
0.024 |
8.181 |
| SMC |
0 |
0.482 |
0.115 |
0.049 |
7.497 |
| SMC |
4 |
0.669 |
0.107 |
0.022 |
25.825 |
| SMC |
6 |
0.435 |
0.134 |
0.099 |
3.035 |
| SMC |
8 |
1.083 |
0.144 |
0.130 |
7.196 |
| SMC |
10 |
0.426 |
0.123 |
0.043 |
7.106 |
| SMC |
12 |
0.352 |
0.107 |
0.024 |
10.071 |
| Metro |
0 |
0.397 |
0.115 |
0.049 |
5.748 |
| Metro |
4 |
0.379 |
0.107 |
0.022 |
12.480 |
| Metro |
6 |
0.299 |
0.134 |
0.099 |
1.662 |
| Metro |
8 |
0.486 |
0.144 |
0.130 |
2.621 |
| Metro |
10 |
0.319 |
0.123 |
0.043 |
4.614 |
| Metro |
12 |
0.295 |
0.107 |
0.024 |
7.720 |
| DEMetro_Z |
0 |
0.251 |
0.115 |
0.049 |
2.786 |
| DEMetro_Z |
4 |
0.254 |
0.107 |
0.022 |
6.765 |
| DEMetro_Z |
6 |
0.247 |
0.134 |
0.099 |
1.137 |
| DEMetro_Z |
8 |
0.487 |
0.144 |
0.130 |
2.629 |
| DEMetro_Z |
10 |
0.313 |
0.123 |
0.043 |
4.470 |
| DEMetro_Z |
12 |
0.394 |
0.107 |
0.024 |
11.831 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
0 |
4.795 |
7.54e-05 |
2.362 |
| HMC |
4 |
4.136 |
0.000586 |
2.820 |
| HMC |
6 |
7.073 |
2.48e-07 |
3.325 |
| HMC |
8 |
6.056 |
1.4e-05 |
5.286 |
| HMC |
10 |
5.154 |
9.58e-05 |
5.130 |
| HMC |
12 |
5.250 |
0.000117 |
16.207 |
| SMC |
0 |
6.546 |
1.15e-05 |
15.036 |
| SMC |
4 |
5.127 |
0.000152 |
27.249 |
| SMC |
6 |
6.692 |
9.28e-06 |
17.628 |
| SMC |
8 |
10.204 |
7.04e-08 |
62.669 |
| SMC |
10 |
5.383 |
9.29e-05 |
18.599 |
| SMC |
12 |
4.053 |
0.00118 |
25.472 |
| Metro |
0 |
8.087 |
5.99e-07 |
9.233 |
| Metro |
4 |
5.638 |
5.64e-05 |
13.905 |
| Metro |
6 |
7.585 |
1.11e-06 |
7.603 |
| Metro |
8 |
4.867 |
0.000243 |
19.304 |
| Metro |
10 |
7.946 |
6.55e-07 |
8.297 |
| Metro |
12 |
8.893 |
1.18e-07 |
8.315 |
| DEMetro_Z |
0 |
5.157 |
5.64e-05 |
3.387 |
| DEMetro_Z |
4 |
6.499 |
6.58e-06 |
6.001 |
| DEMetro_Z |
6 |
6.460 |
6.92e-06 |
5.873 |
| DEMetro_Z |
8 |
7.663 |
1.45e-06 |
10.621 |
| DEMetro_Z |
10 |
6.223 |
1.66e-05 |
8.923 |
| DEMetro_Z |
12 |
7.604 |
2.27e-06 |
24.443 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
-4.833
|
0.000266
|
-1.248
|
| DEMetro_Z_vs_SMC |
1
|
-3.954
|
0.00144
|
-1.021
|
| DEMetro_Z_vs_SMC |
2
|
-4.141
|
0.001
|
-1.069
|
| DEMetro_Z_vs_SMC |
3
|
-8.380
|
7.95e-07
|
-2.164
|
| DEMetro_Z_vs_SMC |
4
|
-2.798
|
0.0142
|
-0.722
|
| DEMetro_Z_vs_SMC |
5
|
-0.127
|
0.901
|
-0.033
|
| HMC_vs_Metro |
0
|
-6.068
|
2.89e-05
|
-1.567
|
| HMC_vs_Metro |
1
|
-4.476
|
0.000522
|
-1.156
|
| HMC_vs_Metro |
2
|
-5.246
|
0.000124
|
-1.354
|
| HMC_vs_Metro |
3
|
-3.510
|
0.00347
|
-0.906
|
| HMC_vs_Metro |
4
|
-1.905
|
0.0775
|
-0.492
|
| HMC_vs_Metro |
5
|
2.251
|
0.041
|
0.581
|
| Metro_vs_DEMetro_Z |
0
|
4.782
|
0.000292
|
1.235
|
| Metro_vs_DEMetro_Z |
1
|
3.296
|
0.0053
|
0.851
|
| Metro_vs_DEMetro_Z |
2
|
1.483
|
0.16
|
0.383
|
| Metro_vs_DEMetro_Z |
3
|
2.590
|
0.0214
|
0.669
|
| Metro_vs_DEMetro_Z |
4
|
-0.363
|
0.722
|
-0.094
|
| Metro_vs_DEMetro_Z |
5
|
-5.099
|
0.000162
|
-1.317
|
| HMC_vs_SMC |
0
|
-5.582
|
6.76e-05
|
-1.441
|
| HMC_vs_SMC |
1
|
-4.464
|
0.000535
|
-1.152
|
| HMC_vs_SMC |
2
|
-5.356
|
0.000101
|
-1.383
|
| HMC_vs_SMC |
3
|
-9.103
|
2.95e-07
|
-2.350
|
| HMC_vs_SMC |
4
|
-4.393
|
0.000613
|
-1.134
|
| HMC_vs_SMC |
5
|
-1.308
|
0.212
|
-0.338
|
| Metro_vs_SMC |
0
|
-1.983
|
0.0673
|
-0.512
|
| Metro_vs_SMC |
1
|
-2.529
|
0.0241
|
-0.653
|
| Metro_vs_SMC |
2
|
-3.773
|
0.00206
|
-0.974
|
| Metro_vs_SMC |
3
|
-6.894
|
7.39e-06
|
-1.780
|
| Metro_vs_SMC |
4
|
-2.801
|
0.0142
|
-0.723
|
| Metro_vs_SMC |
5
|
-2.857
|
0.0127
|
-0.738
|
| HMC_vs_DEMetro_Z |
0
|
-1.419
|
0.178
|
-0.366
|
| HMC_vs_DEMetro_Z |
1
|
-2.977
|
0.01
|
-0.769
|
| HMC_vs_DEMetro_Z |
2
|
-2.560
|
0.0227
|
-0.661
|
| HMC_vs_DEMetro_Z |
3
|
-3.951
|
0.00145
|
-1.020
|
| HMC_vs_DEMetro_Z |
4
|
-2.691
|
0.0176
|
-0.695
|
| HMC_vs_DEMetro_Z |
5
|
-1.621
|
0.127
|
-0.418
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
0 |
0.030 |
0.015 |
0.006 |
2.362 |
| HMC |
4 |
0.028 |
0.016 |
0.004 |
2.820 |
| HMC |
6 |
0.030 |
0.014 |
0.005 |
3.325 |
| HMC |
8 |
0.030 |
0.013 |
0.003 |
5.286 |
| HMC |
10 |
0.035 |
0.014 |
0.004 |
5.130 |
| HMC |
12 |
0.058 |
0.012 |
0.003 |
16.207 |
| SMC |
0 |
0.110 |
0.015 |
0.006 |
15.036 |
| SMC |
4 |
0.134 |
0.016 |
0.004 |
27.249 |
| SMC |
6 |
0.101 |
0.014 |
0.005 |
17.628 |
| SMC |
8 |
0.219 |
0.013 |
0.003 |
62.669 |
| SMC |
10 |
0.092 |
0.014 |
0.004 |
18.599 |
| SMC |
12 |
0.084 |
0.012 |
0.003 |
25.472 |
| Metro |
0 |
0.074 |
0.015 |
0.006 |
9.233 |
| Metro |
4 |
0.076 |
0.016 |
0.004 |
13.905 |
| Metro |
6 |
0.051 |
0.014 |
0.005 |
7.603 |
| Metro |
8 |
0.077 |
0.013 |
0.003 |
19.304 |
| Metro |
10 |
0.049 |
0.014 |
0.004 |
8.297 |
| Metro |
12 |
0.036 |
0.012 |
0.003 |
8.315 |
| DEMetro_Z |
0 |
0.037 |
0.015 |
0.006 |
3.387 |
| DEMetro_Z |
4 |
0.042 |
0.016 |
0.004 |
6.001 |
| DEMetro_Z |
6 |
0.043 |
0.014 |
0.005 |
5.873 |
| DEMetro_Z |
8 |
0.048 |
0.013 |
0.003 |
10.621 |
| DEMetro_Z |
10 |
0.051 |
0.014 |
0.004 |
8.923 |
| DEMetro_Z |
12 |
0.081 |
0.012 |
0.003 |
24.443 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Varying_Tails_with_Dim_and_Corr
(MvStudentT,
nu,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
2.579 |
0.0215 |
5.923 |
| HMC |
2.5 |
3.579 |
0.0029 |
7.546 |
| HMC |
3.0 |
4.664 |
0.000333 |
8.998 |
| HMC |
4.0 |
4.882 |
0.000194 |
6.359 |
| HMC |
10.0 |
4.122 |
0.000972 |
8.324 |
| HMC |
50.0 |
5.340 |
9.61e-05 |
12.524 |
| SMC |
2.1 |
4.767 |
0.000255 |
7.035 |
| SMC |
2.5 |
5.759 |
4.65e-05 |
16.692 |
| SMC |
3.0 |
10.876 |
1.3e-08 |
13.107 |
| SMC |
4.0 |
5.603 |
5.82e-05 |
11.822 |
| SMC |
10.0 |
6.451 |
1.4e-05 |
18.158 |
| SMC |
50.0 |
6.495 |
1.28e-05 |
16.367 |
| Metro |
2.1 |
3.055 |
0.00856 |
891.057 |
| Metro |
2.5 |
4.905 |
0.000232 |
1133.181 |
| Metro |
3.0 |
5.728 |
5.23e-05 |
629.031 |
| Metro |
4.0 |
3.610 |
0.00284 |
174.409 |
| Metro |
10.0 |
5.514 |
7.63e-05 |
171.920 |
| Metro |
50.0 |
7.961 |
1.44e-06 |
116.846 |
| DEMetro_Z |
2.1 |
7.450 |
3.11e-06 |
659.754 |
| DEMetro_Z |
2.5 |
7.763 |
1.94e-06 |
2214.427 |
| DEMetro_Z |
3.0 |
6.053 |
2.97e-05 |
731.837 |
| DEMetro_Z |
4.0 |
8.532 |
6.34e-07 |
77.677 |
| DEMetro_Z |
10.0 |
7.641 |
2.32e-06 |
156.971 |
| DEMetro_Z |
50.0 |
5.934 |
3.65e-05 |
246.256 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-7.440
|
3.16e-06
|
-1.921
|
| HMC_vs_DEMetro_Z |
1
|
-7.725
|
2.05e-06
|
-1.995
|
| HMC_vs_DEMetro_Z |
2
|
-5.933
|
3.66e-05
|
-1.532
|
| HMC_vs_DEMetro_Z |
3
|
-7.551
|
2.67e-06
|
-1.950
|
| HMC_vs_DEMetro_Z |
4
|
-7.019
|
6.07e-06
|
-1.812
|
| HMC_vs_DEMetro_Z |
5
|
-5.725
|
5.25e-05
|
-1.478
|
| Metro_vs_SMC |
0
|
3.033
|
0.00894
|
0.783
|
| Metro_vs_SMC |
1
|
4.854
|
0.000255
|
1.253
|
| Metro_vs_SMC |
2
|
5.618
|
6.34e-05
|
1.451
|
| Metro_vs_SMC |
3
|
3.319
|
0.00507
|
0.857
|
| Metro_vs_SMC |
4
|
4.874
|
0.000246
|
1.259
|
| Metro_vs_SMC |
5
|
6.746
|
9.38e-06
|
1.742
|
| Metro_vs_DEMetro_Z |
0
|
0.700
|
0.496
|
0.181
|
| Metro_vs_DEMetro_Z |
1
|
-3.702
|
0.00237
|
-0.956
|
| Metro_vs_DEMetro_Z |
2
|
-0.811
|
0.431
|
-0.209
|
| Metro_vs_DEMetro_Z |
3
|
2.166
|
0.048
|
0.559
|
| Metro_vs_DEMetro_Z |
4
|
0.433
|
0.671
|
0.112
|
| Metro_vs_DEMetro_Z |
5
|
-2.921
|
0.0112
|
-0.754
|
| HMC_vs_Metro |
0
|
-3.029
|
0.00902
|
-0.782
|
| HMC_vs_Metro |
1
|
-4.872
|
0.000247
|
-1.258
|
| HMC_vs_Metro |
2
|
-5.609
|
6.44e-05
|
-1.448
|
| HMC_vs_Metro |
3
|
-3.480
|
0.00368
|
-0.899
|
| HMC_vs_Metro |
4
|
-5.198
|
0.000135
|
-1.342
|
| HMC_vs_Metro |
5
|
-6.749
|
9.33e-06
|
-1.743
|
| HMC_vs_SMC |
0
|
-0.454
|
0.657
|
-0.117
|
| HMC_vs_SMC |
1
|
-3.157
|
0.007
|
-0.815
|
| HMC_vs_SMC |
2
|
-1.639
|
0.124
|
-0.423
|
| HMC_vs_SMC |
3
|
-2.016
|
0.0634
|
-0.521
|
| HMC_vs_SMC |
4
|
-3.413
|
0.0042
|
-0.881
|
| HMC_vs_SMC |
5
|
-0.944
|
0.361
|
-0.244
|
| DEMetro_Z_vs_SMC |
0
|
7.363
|
3.55e-06
|
1.901
|
| DEMetro_Z_vs_SMC |
1
|
7.715
|
2.08e-06
|
1.992
|
| DEMetro_Z_vs_SMC |
2
|
5.969
|
3.44e-05
|
1.541
|
| DEMetro_Z_vs_SMC |
3
|
6.682
|
1.04e-05
|
1.725
|
| DEMetro_Z_vs_SMC |
4
|
6.286
|
2e-05
|
1.623
|
| DEMetro_Z_vs_SMC |
5
|
5.458
|
8.44e-05
|
1.409
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.299 |
0.068 |
0.039 |
5.923 |
| HMC |
2.5 |
0.205 |
0.037 |
0.022 |
7.546 |
| HMC |
3.0 |
0.212 |
0.031 |
0.020 |
8.998 |
| HMC |
4.0 |
0.175 |
0.029 |
0.023 |
6.359 |
| HMC |
10.0 |
0.150 |
0.019 |
0.016 |
8.324 |
| HMC |
50.0 |
0.137 |
0.014 |
0.010 |
12.524 |
| SMC |
2.1 |
0.343 |
0.068 |
0.039 |
7.035 |
| SMC |
2.5 |
0.409 |
0.037 |
0.022 |
16.692 |
| SMC |
3.0 |
0.294 |
0.031 |
0.020 |
13.107 |
| SMC |
4.0 |
0.300 |
0.029 |
0.023 |
11.822 |
| SMC |
10.0 |
0.305 |
0.019 |
0.016 |
18.158 |
| SMC |
50.0 |
0.174 |
0.014 |
0.010 |
16.367 |
| Metro |
2.1 |
34.923 |
0.068 |
0.039 |
891.057 |
| Metro |
2.5 |
25.323 |
0.037 |
0.022 |
1133.181 |
| Metro |
3.0 |
12.655 |
0.031 |
0.020 |
629.031 |
| Metro |
4.0 |
4.020 |
0.029 |
0.023 |
174.409 |
| Metro |
10.0 |
2.728 |
0.019 |
0.016 |
171.920 |
| Metro |
50.0 |
1.162 |
0.014 |
0.010 |
116.846 |
| DEMetro_Z |
2.1 |
25.875 |
0.068 |
0.039 |
659.754 |
| DEMetro_Z |
2.5 |
49.450 |
0.037 |
0.022 |
2214.427 |
| DEMetro_Z |
3.0 |
14.718 |
0.031 |
0.020 |
731.837 |
| DEMetro_Z |
4.0 |
1.807 |
0.029 |
0.023 |
77.677 |
| DEMetro_Z |
10.0 |
2.493 |
0.019 |
0.016 |
156.971 |
| DEMetro_Z |
50.0 |
2.434 |
0.014 |
0.010 |
246.256 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
0.541 |
0.593 |
0.211 |
| HMC |
2.5 |
1.092 |
0.284 |
0.361 |
| HMC |
3.0 |
0.934 |
0.359 |
0.335 |
| HMC |
4.0 |
5.506 |
5.36e-05 |
6.277 |
| HMC |
10.0 |
4.150 |
0.00093 |
9.172 |
| HMC |
50.0 |
3.475 |
0.00348 |
5.608 |
| SMC |
2.1 |
25.396 |
1.49e-16 |
15.591 |
| SMC |
2.5 |
33.465 |
6.52e-15 |
102.822 |
| SMC |
3.0 |
30.002 |
3.84e-14 |
182.610 |
| SMC |
4.0 |
30.028 |
4.11e-14 |
1994.702 |
| SMC |
10.0 |
28.325 |
9.21e-14 |
4635.733 |
| SMC |
50.0 |
36.724 |
2.48e-15 |
424.772 |
| Metro |
2.1 |
2.458 |
0.0276 |
751.824 |
| Metro |
2.5 |
6.255 |
2.11e-05 |
1766.620 |
| Metro |
3.0 |
3.428 |
0.00408 |
1069.848 |
| Metro |
4.0 |
1.983 |
0.0673 |
950.081 |
| Metro |
10.0 |
3.175 |
0.00675 |
1290.522 |
| Metro |
50.0 |
2.795 |
0.0143 |
312.647 |
| DEMetro_Z |
2.1 |
9.165 |
2.72e-07 |
280.621 |
| DEMetro_Z |
2.5 |
7.581 |
2.55e-06 |
1692.126 |
| DEMetro_Z |
3.0 |
10.619 |
4.41e-08 |
591.933 |
| DEMetro_Z |
4.0 |
6.109 |
2.7e-05 |
474.547 |
| DEMetro_Z |
10.0 |
8.516 |
6.57e-07 |
1274.097 |
| DEMetro_Z |
50.0 |
5.990 |
3.31e-05 |
1184.502 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-22.343
|
2.38e-12
|
-5.769
|
| HMC_vs_SMC |
1
|
-33.528
|
8.98e-15
|
-8.657
|
| HMC_vs_SMC |
2
|
-29.531
|
5.18e-14
|
-7.625
|
| HMC_vs_SMC |
3
|
-29.807
|
4.56e-14
|
-7.696
|
| HMC_vs_SMC |
4
|
-28.055
|
1.05e-13
|
-7.244
|
| HMC_vs_SMC |
5
|
-37.162
|
2.16e-15
|
-9.595
|
| Metro_vs_DEMetro_Z |
0
|
1.518
|
0.151
|
0.392
|
| Metro_vs_DEMetro_Z |
1
|
0.196
|
0.847
|
0.051
|
| Metro_vs_DEMetro_Z |
2
|
1.485
|
0.16
|
0.383
|
| Metro_vs_DEMetro_Z |
3
|
1.014
|
0.328
|
0.262
|
| Metro_vs_DEMetro_Z |
4
|
0.040
|
0.968
|
0.010
|
| Metro_vs_DEMetro_Z |
5
|
-4.491
|
0.000508
|
-1.160
|
| HMC_vs_Metro |
0
|
-2.457
|
0.0277
|
-0.634
|
| HMC_vs_Metro |
1
|
-6.255
|
2.11e-05
|
-1.615
|
| HMC_vs_Metro |
2
|
-3.427
|
0.00408
|
-0.885
|
| HMC_vs_Metro |
3
|
-1.972
|
0.0688
|
-0.509
|
| HMC_vs_Metro |
4
|
-3.151
|
0.00708
|
-0.814
|
| HMC_vs_Metro |
5
|
-2.753
|
0.0156
|
-0.711
|
| HMC_vs_DEMetro_Z |
0
|
-9.178
|
2.67e-07
|
-2.370
|
| HMC_vs_DEMetro_Z |
1
|
-7.580
|
2.55e-06
|
-1.957
|
| HMC_vs_DEMetro_Z |
2
|
-10.621
|
4.41e-08
|
-2.742
|
| HMC_vs_DEMetro_Z |
3
|
-6.009
|
3.21e-05
|
-1.551
|
| HMC_vs_DEMetro_Z |
4
|
-8.464
|
7.06e-07
|
-2.185
|
| HMC_vs_DEMetro_Z |
5
|
-5.950
|
3.54e-05
|
-1.536
|
| Metro_vs_SMC |
0
|
2.406
|
0.0305
|
0.621
|
| Metro_vs_SMC |
1
|
5.869
|
4.08e-05
|
1.515
|
| Metro_vs_SMC |
2
|
2.835
|
0.0132
|
0.732
|
| Metro_vs_SMC |
3
|
-2.027
|
0.0622
|
-0.523
|
| Metro_vs_SMC |
4
|
-7.705
|
2.12e-06
|
-1.989
|
| Metro_vs_SMC |
5
|
-0.994
|
0.337
|
-0.257
|
| DEMetro_Z_vs_SMC |
0
|
8.580
|
6.01e-07
|
2.215
|
| DEMetro_Z_vs_SMC |
1
|
7.127
|
5.12e-06
|
1.840
|
| DEMetro_Z_vs_SMC |
2
|
7.490
|
2.92e-06
|
1.934
|
| DEMetro_Z_vs_SMC |
3
|
-12.728
|
4.38e-09
|
-3.286
|
| DEMetro_Z_vs_SMC |
4
|
-15.177
|
4.36e-10
|
-3.919
|
| DEMetro_Z_vs_SMC |
5
|
3.890
|
0.00163
|
1.004
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
8.310 |
5.634 |
12.695 |
0.211 |
| HMC |
2.5 |
2.312 |
1.663 |
1.796 |
0.361 |
| HMC |
3.0 |
1.205 |
0.857 |
1.037 |
0.335 |
| HMC |
4.0 |
0.660 |
0.123 |
0.086 |
6.277 |
| HMC |
10.0 |
0.254 |
0.038 |
0.024 |
9.172 |
| HMC |
50.0 |
0.128 |
0.029 |
0.018 |
5.608 |
| SMC |
2.1 |
203.551 |
5.634 |
12.695 |
15.591 |
| SMC |
2.5 |
186.350 |
1.663 |
1.796 |
102.822 |
| SMC |
3.0 |
190.159 |
0.857 |
1.037 |
182.610 |
| SMC |
4.0 |
170.782 |
0.123 |
0.086 |
1994.702 |
| SMC |
10.0 |
109.331 |
0.038 |
0.024 |
4635.733 |
| SMC |
50.0 |
7.520 |
0.029 |
0.018 |
424.772 |
| Metro |
2.1 |
9549.785 |
5.634 |
12.695 |
751.824 |
| Metro |
2.5 |
3174.834 |
1.663 |
1.796 |
1766.620 |
| Metro |
3.0 |
1109.909 |
0.857 |
1.037 |
1069.848 |
| Metro |
4.0 |
81.408 |
0.123 |
0.086 |
950.081 |
| Metro |
10.0 |
30.463 |
0.038 |
0.024 |
1290.522 |
| Metro |
50.0 |
5.542 |
0.029 |
0.018 |
312.647 |
| DEMetro_Z |
2.1 |
3568.029 |
5.634 |
12.695 |
280.621 |
| DEMetro_Z |
2.5 |
3041.028 |
1.663 |
1.796 |
1692.126 |
| DEMetro_Z |
3.0 |
614.481 |
0.857 |
1.037 |
591.933 |
| DEMetro_Z |
4.0 |
40.724 |
0.123 |
0.086 |
474.547 |
| DEMetro_Z |
10.0 |
30.076 |
0.038 |
0.024 |
1274.097 |
| DEMetro_Z |
50.0 |
20.916 |
0.029 |
0.018 |
1184.502 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
3.311 |
0.00509 |
12.845 |
| HMC |
2.5 |
10.063 |
5.01e-08 |
15.034 |
| HMC |
3.0 |
7.749 |
1.5e-06 |
13.513 |
| HMC |
4.0 |
6.975 |
5.23e-06 |
12.737 |
| HMC |
10.0 |
5.786 |
4.38e-05 |
15.235 |
| HMC |
50.0 |
6.448 |
1.46e-05 |
24.705 |
| SMC |
2.1 |
62.245 |
1.41e-18 |
329.638 |
| SMC |
2.5 |
63.554 |
1.18e-18 |
624.869 |
| SMC |
3.0 |
63.059 |
1.31e-18 |
622.868 |
| SMC |
4.0 |
66.949 |
5.74e-19 |
748.938 |
| SMC |
10.0 |
52.518 |
1.73e-17 |
808.178 |
| SMC |
50.0 |
47.430 |
6.61e-17 |
302.882 |
| Metro |
2.1 |
5.547 |
7.19e-05 |
1799.560 |
| Metro |
2.5 |
11.178 |
2.31e-08 |
2632.505 |
| Metro |
3.0 |
7.700 |
2.13e-06 |
1218.482 |
| Metro |
4.0 |
5.449 |
8.57e-05 |
396.586 |
| Metro |
10.0 |
8.142 |
1.11e-06 |
439.809 |
| Metro |
50.0 |
8.586 |
5.95e-07 |
297.267 |
| DEMetro_Z |
2.1 |
22.227 |
2.56e-12 |
1604.487 |
| DEMetro_Z |
2.5 |
14.451 |
8.33e-10 |
3683.845 |
| DEMetro_Z |
3.0 |
15.557 |
3.14e-10 |
1393.839 |
| DEMetro_Z |
4.0 |
13.256 |
2.58e-09 |
344.683 |
| DEMetro_Z |
10.0 |
15.794 |
2.56e-10 |
467.860 |
| DEMetro_Z |
50.0 |
9.910 |
1.04e-07 |
793.851 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
0.542
|
0.596
|
0.140
|
| Metro_vs_DEMetro_Z |
1
|
-3.298
|
0.00528
|
-0.852
|
| Metro_vs_DEMetro_Z |
2
|
-0.951
|
0.358
|
-0.245
|
| Metro_vs_DEMetro_Z |
3
|
0.713
|
0.488
|
0.184
|
| Metro_vs_DEMetro_Z |
4
|
-0.576
|
0.574
|
-0.149
|
| Metro_vs_DEMetro_Z |
5
|
-5.628
|
6.23e-05
|
-1.453
|
| DEMetro_Z_vs_SMC |
0
|
17.193
|
8.27e-11
|
4.439
|
| DEMetro_Z_vs_SMC |
1
|
11.899
|
1.04e-08
|
3.072
|
| DEMetro_Z_vs_SMC |
2
|
9.198
|
2.6e-07
|
2.375
|
| DEMetro_Z_vs_SMC |
3
|
-12.057
|
8.8e-09
|
-3.113
|
| DEMetro_Z_vs_SMC |
4
|
-9.265
|
2.38e-07
|
-2.392
|
| DEMetro_Z_vs_SMC |
5
|
6.234
|
2.18e-05
|
1.610
|
| HMC_vs_DEMetro_Z |
0
|
-22.645
|
1.98e-12
|
-5.847
|
| HMC_vs_DEMetro_Z |
1
|
-14.358
|
9.07e-10
|
-3.707
|
| HMC_vs_DEMetro_Z |
2
|
-15.393
|
3.61e-10
|
-3.974
|
| HMC_vs_DEMetro_Z |
3
|
-12.396
|
6.16e-09
|
-3.201
|
| HMC_vs_DEMetro_Z |
4
|
-15.416
|
3.54e-10
|
-3.980
|
| HMC_vs_DEMetro_Z |
5
|
-9.559
|
1.63e-07
|
-2.468
|
| HMC_vs_Metro |
0
|
-5.479
|
8.12e-05
|
-1.415
|
| HMC_vs_Metro |
1
|
-11.104
|
2.52e-08
|
-2.867
|
| HMC_vs_Metro |
2
|
-7.605
|
2.46e-06
|
-1.964
|
| HMC_vs_Metro |
3
|
-5.254
|
0.000122
|
-1.357
|
| HMC_vs_Metro |
4
|
-7.770
|
1.92e-06
|
-2.006
|
| HMC_vs_Metro |
5
|
-7.589
|
2.52e-06
|
-1.959
|
| HMC_vs_SMC |
0
|
-41.858
|
4.13e-16
|
-10.808
|
| HMC_vs_SMC |
1
|
-60.283
|
2.57e-18
|
-15.565
|
| HMC_vs_SMC |
2
|
-59.792
|
2.88e-18
|
-15.438
|
| HMC_vs_SMC |
3
|
-64.048
|
1.1e-18
|
-16.537
|
| HMC_vs_SMC |
4
|
-49.485
|
4.03e-17
|
-12.777
|
| HMC_vs_SMC |
5
|
-33.840
|
7.9e-15
|
-8.737
|
| Metro_vs_SMC |
0
|
4.519
|
0.000481
|
1.167
|
| Metro_vs_SMC |
1
|
8.439
|
7.31e-07
|
2.179
|
| Metro_vs_SMC |
2
|
3.787
|
0.002
|
0.978
|
| Metro_vs_SMC |
3
|
-4.446
|
0.000554
|
-1.148
|
| Metro_vs_SMC |
4
|
-6.563
|
1.26e-05
|
-1.694
|
| Metro_vs_SMC |
5
|
-0.161
|
0.875
|
-0.041
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.477 |
0.102 |
0.029 |
12.845 |
| HMC |
2.5 |
0.289 |
0.066 |
0.015 |
15.034 |
| HMC |
3.0 |
0.261 |
0.058 |
0.015 |
13.513 |
| HMC |
4.0 |
0.192 |
0.043 |
0.012 |
12.737 |
| HMC |
10.0 |
0.155 |
0.028 |
0.008 |
15.235 |
| HMC |
50.0 |
0.129 |
0.024 |
0.004 |
24.705 |
| SMC |
2.1 |
9.726 |
0.102 |
0.029 |
329.638 |
| SMC |
2.5 |
9.348 |
0.066 |
0.015 |
624.869 |
| SMC |
3.0 |
9.384 |
0.058 |
0.015 |
622.868 |
| SMC |
4.0 |
8.805 |
0.043 |
0.012 |
748.938 |
| SMC |
10.0 |
6.739 |
0.028 |
0.008 |
808.178 |
| SMC |
50.0 |
1.314 |
0.024 |
0.004 |
302.882 |
| Metro |
2.1 |
52.640 |
0.102 |
0.029 |
1799.560 |
| Metro |
2.5 |
39.169 |
0.066 |
0.015 |
2632.505 |
| Metro |
3.0 |
18.302 |
0.058 |
0.015 |
1218.482 |
| Metro |
4.0 |
4.682 |
0.043 |
0.012 |
396.586 |
| Metro |
10.0 |
3.680 |
0.028 |
0.008 |
439.809 |
| Metro |
50.0 |
1.290 |
0.024 |
0.004 |
297.267 |
| DEMetro_Z |
2.1 |
46.945 |
0.102 |
0.029 |
1604.487 |
| DEMetro_Z |
2.5 |
54.786 |
0.066 |
0.015 |
3683.845 |
| DEMetro_Z |
3.0 |
20.927 |
0.058 |
0.015 |
1393.839 |
| DEMetro_Z |
4.0 |
4.075 |
0.043 |
0.012 |
344.683 |
| DEMetro_Z |
10.0 |
3.913 |
0.028 |
0.008 |
467.860 |
| DEMetro_Z |
50.0 |
3.406 |
0.024 |
0.004 |
793.851 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
4.971 |
0.000191 |
11.618 |
| HMC |
2.5 |
7.077 |
5.2e-06 |
24.194 |
| HMC |
3.0 |
6.608 |
9.99e-06 |
13.431 |
| HMC |
4.0 |
7.309 |
3.16e-06 |
14.444 |
| HMC |
10.0 |
8.174 |
7.67e-07 |
13.704 |
| HMC |
50.0 |
6.681 |
9.2e-06 |
15.580 |
| SMC |
2.1 |
75.505 |
1.33e-21 |
79.963 |
| SMC |
2.5 |
135.607 |
1.16e-24 |
183.497 |
| SMC |
3.0 |
81.004 |
5.36e-22 |
87.604 |
| SMC |
4.0 |
56.274 |
2.67e-18 |
120.647 |
| SMC |
10.0 |
82.007 |
9.1e-22 |
96.748 |
| SMC |
50.0 |
65.111 |
1.65e-19 |
107.519 |
| Metro |
2.1 |
43.805 |
1.25e-16 |
113.423 |
| Metro |
2.5 |
30.580 |
3.08e-14 |
273.884 |
| Metro |
3.0 |
28.825 |
6.07e-14 |
118.719 |
| Metro |
4.0 |
14.193 |
1.04e-09 |
138.412 |
| Metro |
10.0 |
14.067 |
1.16e-09 |
121.535 |
| Metro |
50.0 |
14.106 |
1.12e-09 |
119.208 |
| DEMetro_Z |
2.1 |
38.889 |
7.09e-16 |
105.409 |
| DEMetro_Z |
2.5 |
20.224 |
9.12e-12 |
268.282 |
| DEMetro_Z |
3.0 |
26.040 |
2.5e-13 |
109.231 |
| DEMetro_Z |
4.0 |
25.744 |
3.04e-13 |
123.785 |
| DEMetro_Z |
10.0 |
29.952 |
3.33e-14 |
105.088 |
| DEMetro_Z |
50.0 |
21.659 |
3.5e-12 |
169.878 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
10.039
|
8.9e-08
|
2.592
|
| DEMetro_Z_vs_SMC |
1
|
6.210
|
2.27e-05
|
1.603
|
| DEMetro_Z_vs_SMC |
2
|
5.348
|
0.000103
|
1.381
|
| DEMetro_Z_vs_SMC |
3
|
0.639
|
0.533
|
0.165
|
| DEMetro_Z_vs_SMC |
4
|
2.276
|
0.0391
|
0.588
|
| DEMetro_Z_vs_SMC |
5
|
7.793
|
1.86e-06
|
2.012
|
| HMC_vs_Metro |
0
|
-26.047
|
2.92e-13
|
-6.725
|
| HMC_vs_Metro |
1
|
-34.418
|
6.25e-15
|
-8.887
|
| HMC_vs_Metro |
2
|
-26.677
|
2.1e-13
|
-6.888
|
| HMC_vs_Metro |
3
|
-13.465
|
2.1e-09
|
-3.477
|
| HMC_vs_Metro |
4
|
-12.973
|
3.42e-09
|
-3.350
|
| HMC_vs_Metro |
5
|
-11.763
|
1.21e-08
|
-3.037
|
| Metro_vs_DEMetro_Z |
0
|
2.123
|
0.0521
|
0.548
|
| Metro_vs_DEMetro_Z |
1
|
0.317
|
0.756
|
0.082
|
| Metro_vs_DEMetro_Z |
2
|
1.625
|
0.126
|
0.420
|
| Metro_vs_DEMetro_Z |
3
|
1.194
|
0.252
|
0.308
|
| Metro_vs_DEMetro_Z |
4
|
1.814
|
0.0911
|
0.468
|
| Metro_vs_DEMetro_Z |
5
|
-4.372
|
0.000638
|
-1.129
|
| HMC_vs_SMC |
0
|
-26.925
|
1.85e-13
|
-6.952
|
| HMC_vs_SMC |
1
|
-39.807
|
8.31e-16
|
-10.278
|
| HMC_vs_SMC |
2
|
-35.615
|
3.89e-15
|
-9.196
|
| HMC_vs_SMC |
3
|
-36.180
|
3.13e-15
|
-9.342
|
| HMC_vs_SMC |
4
|
-35.530
|
4.02e-15
|
-9.174
|
| HMC_vs_SMC |
5
|
-33.397
|
9.48e-15
|
-8.623
|
| Metro_vs_SMC |
0
|
14.231
|
1.02e-09
|
3.674
|
| Metro_vs_SMC |
1
|
10.265
|
6.75e-08
|
2.650
|
| Metro_vs_SMC |
2
|
8.604
|
5.81e-07
|
2.222
|
| Metro_vs_SMC |
3
|
1.671
|
0.117
|
0.431
|
| Metro_vs_SMC |
4
|
2.769
|
0.0151
|
0.715
|
| Metro_vs_SMC |
5
|
1.318
|
0.209
|
0.340
|
| HMC_vs_DEMetro_Z |
0
|
-30.169
|
3.86e-14
|
-7.790
|
| HMC_vs_DEMetro_Z |
1
|
-17.747
|
5.4e-11
|
-4.582
|
| HMC_vs_DEMetro_Z |
2
|
-19.970
|
1.1e-11
|
-5.156
|
| HMC_vs_DEMetro_Z |
3
|
-18.167
|
3.94e-11
|
-4.691
|
| HMC_vs_DEMetro_Z |
4
|
-23.494
|
1.2e-12
|
-6.066
|
| HMC_vs_DEMetro_Z |
5
|
-19.731
|
1.29e-11
|
-5.094
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.084 |
0.016 |
0.006 |
11.618 |
| HMC |
2.5 |
0.078 |
0.015 |
0.003 |
24.194 |
| HMC |
3.0 |
0.091 |
0.015 |
0.006 |
13.431 |
| HMC |
4.0 |
0.074 |
0.014 |
0.004 |
14.444 |
| HMC |
10.0 |
0.092 |
0.014 |
0.006 |
13.704 |
| HMC |
50.0 |
0.073 |
0.015 |
0.004 |
15.580 |
| SMC |
2.1 |
0.484 |
0.016 |
0.006 |
79.963 |
| SMC |
2.5 |
0.491 |
0.015 |
0.003 |
183.497 |
| SMC |
3.0 |
0.508 |
0.015 |
0.006 |
87.604 |
| SMC |
4.0 |
0.516 |
0.014 |
0.004 |
120.647 |
| SMC |
10.0 |
0.560 |
0.014 |
0.006 |
96.748 |
| SMC |
50.0 |
0.420 |
0.015 |
0.004 |
107.519 |
| Metro |
2.1 |
0.681 |
0.016 |
0.006 |
113.423 |
| Metro |
2.5 |
0.726 |
0.015 |
0.003 |
273.884 |
| Metro |
3.0 |
0.683 |
0.015 |
0.006 |
118.719 |
| Metro |
4.0 |
0.590 |
0.014 |
0.004 |
138.412 |
| Metro |
10.0 |
0.700 |
0.014 |
0.006 |
121.535 |
| Metro |
50.0 |
0.464 |
0.015 |
0.004 |
119.208 |
| DEMetro_Z |
2.1 |
0.634 |
0.016 |
0.006 |
105.409 |
| DEMetro_Z |
2.5 |
0.712 |
0.015 |
0.003 |
268.282 |
| DEMetro_Z |
3.0 |
0.630 |
0.015 |
0.006 |
109.231 |
| DEMetro_Z |
4.0 |
0.529 |
0.014 |
0.004 |
123.785 |
| DEMetro_Z |
10.0 |
0.607 |
0.014 |
0.006 |
105.088 |
| DEMetro_Z |
50.0 |
0.654 |
0.015 |
0.004 |
169.878 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
3.300 |
0.00495 |
5.252 |
| HMC |
2.5 |
3.309 |
0.00505 |
8.619 |
| HMC |
3.0 |
5.408 |
8.15e-05 |
10.460 |
| HMC |
4.0 |
4.148 |
0.000808 |
4.799 |
| HMC |
10.0 |
5.588 |
5.36e-05 |
8.352 |
| HMC |
50.0 |
4.036 |
0.00119 |
11.735 |
| SMC |
2.1 |
6.001 |
2.58e-05 |
9.391 |
| SMC |
2.5 |
7.063 |
5.27e-06 |
22.710 |
| SMC |
3.0 |
5.676 |
5.63e-05 |
32.253 |
| SMC |
4.0 |
6.482 |
1.33e-05 |
17.855 |
| SMC |
10.0 |
4.837 |
0.000259 |
21.163 |
| SMC |
50.0 |
5.049 |
0.00017 |
15.308 |
| Metro |
2.1 |
4.133 |
0.00101 |
645.407 |
| Metro |
2.5 |
3.524 |
0.00337 |
2339.196 |
| Metro |
3.0 |
1.461 |
0.166 |
1052.095 |
| Metro |
4.0 |
4.165 |
0.000953 |
128.889 |
| Metro |
10.0 |
4.400 |
0.000605 |
156.225 |
| Metro |
50.0 |
5.620 |
6.31e-05 |
175.153 |
| DEMetro_Z |
2.1 |
8.038 |
1.3e-06 |
728.436 |
| DEMetro_Z |
2.5 |
6.015 |
3.17e-05 |
3167.592 |
| DEMetro_Z |
3.0 |
6.409 |
1.63e-05 |
1167.400 |
| DEMetro_Z |
4.0 |
5.653 |
5.96e-05 |
208.434 |
| DEMetro_Z |
10.0 |
5.264 |
0.00012 |
290.831 |
| DEMetro_Z |
50.0 |
6.701 |
1.01e-05 |
345.643 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-7.960
|
1.45e-06
|
-2.055
|
| HMC_vs_DEMetro_Z |
1
|
-5.993
|
3.3e-05
|
-1.547
|
| HMC_vs_DEMetro_Z |
2
|
-6.338
|
1.84e-05
|
-1.636
|
| HMC_vs_DEMetro_Z |
3
|
-5.569
|
6.91e-05
|
-1.438
|
| HMC_vs_DEMetro_Z |
4
|
-5.121
|
0.000156
|
-1.322
|
| HMC_vs_DEMetro_Z |
5
|
-6.681
|
1.04e-05
|
-1.725
|
| Metro_vs_SMC |
0
|
4.086
|
0.00111
|
1.055
|
| Metro_vs_SMC |
1
|
3.483
|
0.00365
|
0.899
|
| Metro_vs_SMC |
2
|
1.416
|
0.179
|
0.366
|
| Metro_vs_SMC |
3
|
3.617
|
0.0028
|
0.934
|
| Metro_vs_SMC |
4
|
3.675
|
0.0025
|
0.949
|
| Metro_vs_SMC |
5
|
5.006
|
0.000192
|
1.293
|
| Metro_vs_DEMetro_Z |
0
|
-0.405
|
0.691
|
-0.105
|
| Metro_vs_DEMetro_Z |
1
|
-1.464
|
0.165
|
-0.378
|
| Metro_vs_DEMetro_Z |
2
|
-0.166
|
0.871
|
-0.043
|
| Metro_vs_DEMetro_Z |
3
|
-1.589
|
0.134
|
-0.410
|
| Metro_vs_DEMetro_Z |
4
|
-1.924
|
0.0749
|
-0.497
|
| Metro_vs_DEMetro_Z |
5
|
-3.721
|
0.00228
|
-0.961
|
| HMC_vs_Metro |
0
|
-4.102
|
0.00108
|
-1.059
|
| HMC_vs_Metro |
1
|
-3.506
|
0.0035
|
-0.905
|
| HMC_vs_Metro |
2
|
-1.448
|
0.17
|
-0.374
|
| HMC_vs_Metro |
3
|
-3.923
|
0.00153
|
-1.013
|
| HMC_vs_Metro |
4
|
-4.159
|
0.000964
|
-1.074
|
| HMC_vs_Metro |
5
|
-5.555
|
7.1e-05
|
-1.434
|
| HMC_vs_SMC |
0
|
-2.301
|
0.0373
|
-0.594
|
| HMC_vs_SMC |
1
|
-4.922
|
0.000225
|
-1.271
|
| HMC_vs_SMC |
2
|
-4.276
|
0.000769
|
-1.104
|
| HMC_vs_SMC |
3
|
-4.091
|
0.0011
|
-1.056
|
| HMC_vs_SMC |
4
|
-3.112
|
0.00765
|
-0.803
|
| HMC_vs_SMC |
5
|
-0.759
|
0.46
|
-0.196
|
| DEMetro_Z_vs_SMC |
0
|
7.928
|
1.52e-06
|
2.047
|
| DEMetro_Z_vs_SMC |
1
|
5.964
|
3.46e-05
|
1.540
|
| DEMetro_Z_vs_SMC |
2
|
6.231
|
2.2e-05
|
1.609
|
| DEMetro_Z_vs_SMC |
3
|
5.193
|
0.000136
|
1.341
|
| DEMetro_Z_vs_SMC |
4
|
4.845
|
0.000259
|
1.251
|
| DEMetro_Z_vs_SMC |
5
|
6.284
|
2.01e-05
|
1.622
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.273 |
0.068 |
0.039 |
5.252 |
| HMC |
2.5 |
0.229 |
0.037 |
0.022 |
8.619 |
| HMC |
3.0 |
0.241 |
0.031 |
0.020 |
10.460 |
| HMC |
4.0 |
0.139 |
0.029 |
0.023 |
4.799 |
| HMC |
10.0 |
0.151 |
0.019 |
0.016 |
8.352 |
| HMC |
50.0 |
0.129 |
0.014 |
0.010 |
11.735 |
| SMC |
2.1 |
0.435 |
0.068 |
0.039 |
9.391 |
| SMC |
2.5 |
0.544 |
0.037 |
0.022 |
22.710 |
| SMC |
3.0 |
0.678 |
0.031 |
0.020 |
32.253 |
| SMC |
4.0 |
0.438 |
0.029 |
0.023 |
17.855 |
| SMC |
10.0 |
0.352 |
0.019 |
0.016 |
21.163 |
| SMC |
50.0 |
0.164 |
0.014 |
0.010 |
15.308 |
| Metro |
2.1 |
25.314 |
0.068 |
0.039 |
645.407 |
| Metro |
2.5 |
52.235 |
0.037 |
0.022 |
2339.196 |
| Metro |
3.0 |
21.145 |
0.031 |
0.020 |
1052.095 |
| Metro |
4.0 |
2.979 |
0.029 |
0.023 |
128.889 |
| Metro |
10.0 |
2.481 |
0.019 |
0.016 |
156.225 |
| Metro |
50.0 |
1.735 |
0.014 |
0.010 |
175.153 |
| DEMetro_Z |
2.1 |
28.562 |
0.068 |
0.039 |
728.436 |
| DEMetro_Z |
2.5 |
70.720 |
0.037 |
0.022 |
3167.592 |
| DEMetro_Z |
3.0 |
23.459 |
0.031 |
0.020 |
1167.400 |
| DEMetro_Z |
4.0 |
4.799 |
0.029 |
0.023 |
208.434 |
| DEMetro_Z |
10.0 |
4.602 |
0.019 |
0.016 |
290.831 |
| DEMetro_Z |
50.0 |
3.412 |
0.014 |
0.010 |
345.643 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
0.775 |
0.445 |
0.318 |
| HMC |
2.5 |
1.415 |
0.172 |
0.857 |
| HMC |
3.0 |
2.442 |
0.0224 |
1.165 |
| HMC |
4.0 |
3.045 |
0.00815 |
4.116 |
| HMC |
10.0 |
3.779 |
0.00174 |
4.410 |
| HMC |
50.0 |
5.924 |
2.81e-05 |
8.310 |
| SMC |
2.1 |
10.277 |
5.72e-08 |
29.442 |
| SMC |
2.5 |
14.695 |
6.62e-10 |
219.416 |
| SMC |
3.0 |
14.184 |
1.06e-09 |
387.343 |
| SMC |
4.0 |
11.881 |
1.06e-08 |
4706.811 |
| SMC |
10.0 |
38.668 |
1.24e-15 |
8062.364 |
| SMC |
50.0 |
27.282 |
1.53e-13 |
477.923 |
| Metro |
2.1 |
2.935 |
0.0109 |
55.352 |
| Metro |
2.5 |
3.052 |
0.00861 |
1177.377 |
| Metro |
3.0 |
1.013 |
0.328 |
1396.213 |
| Metro |
4.0 |
2.401 |
0.0308 |
74.416 |
| Metro |
10.0 |
3.980 |
0.00137 |
59.474 |
| Metro |
50.0 |
4.748 |
0.000309 |
31.855 |
| DEMetro_Z |
2.1 |
7.843 |
1.7e-06 |
63.146 |
| DEMetro_Z |
2.5 |
7.123 |
5.15e-06 |
330.638 |
| DEMetro_Z |
3.0 |
5.800 |
4.6e-05 |
184.296 |
| DEMetro_Z |
4.0 |
4.185 |
0.000916 |
61.521 |
| DEMetro_Z |
10.0 |
5.559 |
7.03e-05 |
122.766 |
| DEMetro_Z |
50.0 |
4.607 |
0.000407 |
96.208 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-10.796
|
3.59e-08
|
-2.787
|
| HMC_vs_SMC |
1
|
-14.979
|
5.19e-10
|
-3.867
|
| HMC_vs_SMC |
2
|
-14.054
|
1.2e-09
|
-3.629
|
| HMC_vs_SMC |
3
|
-11.877
|
1.07e-08
|
-3.067
|
| HMC_vs_SMC |
4
|
-38.572
|
1.29e-15
|
-9.959
|
| HMC_vs_SMC |
5
|
-27.586
|
1.33e-13
|
-7.123
|
| Metro_vs_DEMetro_Z |
0
|
-0.364
|
0.721
|
-0.094
|
| Metro_vs_DEMetro_Z |
1
|
2.140
|
0.0504
|
0.553
|
| Metro_vs_DEMetro_Z |
2
|
0.875
|
0.396
|
0.226
|
| Metro_vs_DEMetro_Z |
3
|
0.334
|
0.743
|
0.086
|
| Metro_vs_DEMetro_Z |
4
|
-2.552
|
0.023
|
-0.659
|
| Metro_vs_DEMetro_Z |
5
|
-3.290
|
0.00536
|
-0.850
|
| HMC_vs_Metro |
0
|
-2.918
|
0.0112
|
-0.753
|
| HMC_vs_Metro |
1
|
-3.050
|
0.00866
|
-0.787
|
| HMC_vs_Metro |
2
|
-1.012
|
0.329
|
-0.261
|
| HMC_vs_Metro |
3
|
-2.274
|
0.0392
|
-0.587
|
| HMC_vs_Metro |
4
|
-3.654
|
0.0026
|
-0.944
|
| HMC_vs_Metro |
5
|
-3.478
|
0.00369
|
-0.898
|
| HMC_vs_DEMetro_Z |
0
|
-7.779
|
1.89e-06
|
-2.009
|
| HMC_vs_DEMetro_Z |
1
|
-7.101
|
5.33e-06
|
-1.834
|
| HMC_vs_DEMetro_Z |
2
|
-5.753
|
5e-05
|
-1.485
|
| HMC_vs_DEMetro_Z |
3
|
-3.856
|
0.00175
|
-0.996
|
| HMC_vs_DEMetro_Z |
4
|
-5.264
|
0.00012
|
-1.359
|
| HMC_vs_DEMetro_Z |
5
|
-4.149
|
0.000983
|
-1.071
|
| Metro_vs_SMC |
0
|
1.299
|
0.215
|
0.336
|
| Metro_vs_SMC |
1
|
2.483
|
0.0263
|
0.641
|
| Metro_vs_SMC |
2
|
0.731
|
0.477
|
0.189
|
| Metro_vs_SMC |
3
|
-11.964
|
9.72e-09
|
-3.089
|
| Metro_vs_SMC |
4
|
-39.825
|
8.26e-16
|
-10.283
|
| Metro_vs_SMC |
5
|
-21.901
|
3.13e-12
|
-5.655
|
| DEMetro_Z_vs_SMC |
0
|
3.831
|
0.00183
|
0.989
|
| DEMetro_Z_vs_SMC |
1
|
2.225
|
0.0431
|
0.574
|
| DEMetro_Z_vs_SMC |
2
|
-4.550
|
0.000454
|
-1.175
|
| DEMetro_Z_vs_SMC |
3
|
-11.542
|
1.54e-08
|
-2.980
|
| DEMetro_Z_vs_SMC |
4
|
-38.685
|
1.24e-15
|
-9.989
|
| DEMetro_Z_vs_SMC |
5
|
-11.952
|
9.85e-09
|
-3.086
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
9.672 |
5.634 |
12.695 |
0.318 |
| HMC |
2.5 |
3.203 |
1.663 |
1.796 |
0.857 |
| HMC |
3.0 |
2.065 |
0.857 |
1.037 |
1.165 |
| HMC |
4.0 |
0.475 |
0.123 |
0.086 |
4.116 |
| HMC |
10.0 |
0.142 |
0.038 |
0.024 |
4.410 |
| HMC |
50.0 |
0.176 |
0.029 |
0.018 |
8.310 |
| SMC |
2.1 |
379.393 |
5.634 |
12.695 |
29.442 |
| SMC |
2.5 |
395.774 |
1.663 |
1.796 |
219.416 |
| SMC |
3.0 |
402.394 |
0.857 |
1.037 |
387.343 |
| SMC |
4.0 |
402.820 |
0.123 |
0.086 |
4706.811 |
| SMC |
10.0 |
190.118 |
0.038 |
0.024 |
8062.364 |
| SMC |
50.0 |
8.457 |
0.029 |
0.018 |
477.923 |
| Metro |
2.1 |
708.306 |
5.634 |
12.695 |
55.352 |
| Metro |
2.5 |
2116.446 |
1.663 |
1.796 |
1177.377 |
| Metro |
3.0 |
1448.232 |
0.857 |
1.037 |
1396.213 |
| Metro |
4.0 |
6.490 |
0.123 |
0.086 |
74.416 |
| Metro |
10.0 |
1.440 |
0.038 |
0.024 |
59.474 |
| Metro |
50.0 |
0.591 |
0.029 |
0.018 |
31.855 |
| DEMetro_Z |
2.1 |
807.256 |
5.634 |
12.695 |
63.146 |
| DEMetro_Z |
2.5 |
595.549 |
1.663 |
1.796 |
330.638 |
| DEMetro_Z |
3.0 |
191.907 |
0.857 |
1.037 |
184.296 |
| DEMetro_Z |
4.0 |
5.387 |
0.123 |
0.086 |
61.521 |
| DEMetro_Z |
10.0 |
2.932 |
0.038 |
0.024 |
122.766 |
| DEMetro_Z |
50.0 |
1.726 |
0.029 |
0.018 |
96.208 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
5.535 |
6.68e-05 |
12.439 |
| HMC |
2.5 |
4.301 |
0.000722 |
20.279 |
| HMC |
3.0 |
5.907 |
3.57e-05 |
16.670 |
| HMC |
4.0 |
7.443 |
2.21e-06 |
11.247 |
| HMC |
10.0 |
7.280 |
3.22e-06 |
13.530 |
| HMC |
50.0 |
5.148 |
0.000145 |
24.807 |
| SMC |
2.1 |
21.069 |
5.27e-12 |
435.942 |
| SMC |
2.5 |
27.481 |
1.39e-13 |
888.578 |
| SMC |
3.0 |
26.791 |
1.98e-13 |
891.427 |
| SMC |
4.0 |
22.401 |
2.3e-12 |
1122.116 |
| SMC |
10.0 |
59.729 |
2.88e-18 |
1038.066 |
| SMC |
50.0 |
35.149 |
4.49e-15 |
324.580 |
| Metro |
2.1 |
4.604 |
0.000409 |
787.366 |
| Metro |
2.5 |
3.664 |
0.00256 |
3014.570 |
| Metro |
3.0 |
1.450 |
0.169 |
1141.280 |
| Metro |
4.0 |
4.575 |
0.000433 |
223.233 |
| Metro |
10.0 |
4.621 |
0.000396 |
240.796 |
| Metro |
50.0 |
5.496 |
7.88e-05 |
333.458 |
| DEMetro_Z |
2.1 |
14.119 |
1.13e-09 |
1050.258 |
| DEMetro_Z |
2.5 |
6.788 |
8.76e-06 |
4067.757 |
| DEMetro_Z |
3.0 |
8.107 |
1.17e-06 |
1428.961 |
| DEMetro_Z |
4.0 |
6.314 |
1.91e-05 |
358.437 |
| DEMetro_Z |
10.0 |
5.892 |
3.92e-05 |
469.562 |
| DEMetro_Z |
50.0 |
7.252 |
4.21e-06 |
668.479 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-1.204
|
0.249
|
-0.311
|
| Metro_vs_DEMetro_Z |
1
|
-1.504
|
0.155
|
-0.388
|
| Metro_vs_DEMetro_Z |
2
|
-0.375
|
0.713
|
-0.097
|
| Metro_vs_DEMetro_Z |
3
|
-1.723
|
0.107
|
-0.445
|
| Metro_vs_DEMetro_Z |
4
|
-2.314
|
0.0364
|
-0.597
|
| Metro_vs_DEMetro_Z |
5
|
-4.103
|
0.00108
|
-1.059
|
| DEMetro_Z_vs_SMC |
0
|
7.940
|
1.49e-06
|
2.050
|
| DEMetro_Z_vs_SMC |
1
|
5.295
|
0.000113
|
1.367
|
| DEMetro_Z_vs_SMC |
2
|
2.912
|
0.0114
|
0.752
|
| DEMetro_Z_vs_SMC |
3
|
-8.276
|
9.21e-07
|
-2.137
|
| DEMetro_Z_vs_SMC |
4
|
-6.979
|
6.46e-06
|
-1.802
|
| DEMetro_Z_vs_SMC |
5
|
3.743
|
0.00218
|
0.966
|
| HMC_vs_DEMetro_Z |
0
|
-13.954
|
1.32e-09
|
-3.603
|
| HMC_vs_DEMetro_Z |
1
|
-6.752
|
9.29e-06
|
-1.743
|
| HMC_vs_DEMetro_Z |
2
|
-7.973
|
1.42e-06
|
-2.059
|
| HMC_vs_DEMetro_Z |
3
|
-6.120
|
2.65e-05
|
-1.580
|
| HMC_vs_DEMetro_Z |
4
|
-5.753
|
5e-05
|
-1.485
|
| HMC_vs_DEMetro_Z |
5
|
-7.195
|
4.6e-06
|
-1.858
|
| HMC_vs_Metro |
0
|
-4.524
|
0.000477
|
-1.168
|
| HMC_vs_Metro |
1
|
-3.636
|
0.0027
|
-0.939
|
| HMC_vs_Metro |
2
|
-1.431
|
0.174
|
-0.370
|
| HMC_vs_Metro |
3
|
-4.302
|
0.00073
|
-1.111
|
| HMC_vs_Metro |
4
|
-4.347
|
0.00067
|
-1.122
|
| HMC_vs_Metro |
5
|
-5.418
|
9.06e-05
|
-1.399
|
| HMC_vs_SMC |
0
|
-20.921
|
5.84e-12
|
-5.402
|
| HMC_vs_SMC |
1
|
-28.116
|
1.02e-13
|
-7.259
|
| HMC_vs_SMC |
2
|
-25.840
|
3.26e-13
|
-6.672
|
| HMC_vs_SMC |
3
|
-22.382
|
2.33e-12
|
-5.779
|
| HMC_vs_SMC |
4
|
-57.349
|
5.16e-18
|
-14.807
|
| HMC_vs_SMC |
5
|
-29.028
|
6.57e-14
|
-7.495
|
| Metro_vs_SMC |
0
|
1.994
|
0.066
|
0.515
|
| Metro_vs_SMC |
1
|
2.581
|
0.0218
|
0.666
|
| Metro_vs_SMC |
2
|
0.317
|
0.756
|
0.082
|
| Metro_vs_SMC |
3
|
-14.716
|
6.55e-10
|
-3.800
|
| Metro_vs_SMC |
4
|
-15.391
|
3.62e-10
|
-3.974
|
| Metro_vs_SMC |
5
|
0.153
|
0.881
|
0.039
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.465 |
0.102 |
0.029 |
12.439 |
| HMC |
2.5 |
0.367 |
0.066 |
0.015 |
20.279 |
| HMC |
3.0 |
0.308 |
0.058 |
0.015 |
16.670 |
| HMC |
4.0 |
0.174 |
0.043 |
0.012 |
11.247 |
| HMC |
10.0 |
0.141 |
0.028 |
0.008 |
13.530 |
| HMC |
50.0 |
0.130 |
0.024 |
0.004 |
24.807 |
| SMC |
2.1 |
12.829 |
0.102 |
0.029 |
435.942 |
| SMC |
2.5 |
13.265 |
0.066 |
0.015 |
888.578 |
| SMC |
3.0 |
13.405 |
0.058 |
0.015 |
891.427 |
| SMC |
4.0 |
13.171 |
0.043 |
0.012 |
1122.116 |
| SMC |
10.0 |
8.648 |
0.028 |
0.008 |
1038.066 |
| SMC |
50.0 |
1.407 |
0.024 |
0.004 |
324.580 |
| Metro |
2.1 |
23.089 |
0.102 |
0.029 |
787.366 |
| Metro |
2.5 |
44.845 |
0.066 |
0.015 |
3014.570 |
| Metro |
3.0 |
17.146 |
0.058 |
0.015 |
1141.280 |
| Metro |
4.0 |
2.654 |
0.043 |
0.012 |
223.233 |
| Metro |
10.0 |
2.028 |
0.028 |
0.008 |
240.796 |
| Metro |
50.0 |
1.445 |
0.024 |
0.004 |
333.458 |
| DEMetro_Z |
2.1 |
30.764 |
0.102 |
0.029 |
1050.258 |
| DEMetro_Z |
2.5 |
60.489 |
0.066 |
0.015 |
4067.757 |
| DEMetro_Z |
3.0 |
21.453 |
0.058 |
0.015 |
1428.961 |
| DEMetro_Z |
4.0 |
4.236 |
0.043 |
0.012 |
358.437 |
| DEMetro_Z |
10.0 |
3.927 |
0.028 |
0.008 |
469.562 |
| DEMetro_Z |
50.0 |
2.872 |
0.024 |
0.004 |
668.479 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
5.138 |
0.000141 |
12.650 |
| HMC |
2.5 |
3.676 |
0.00249 |
34.905 |
| HMC |
3.0 |
6.742 |
7.55e-06 |
11.817 |
| HMC |
4.0 |
6.537 |
1.13e-05 |
13.430 |
| HMC |
10.0 |
6.329 |
1.49e-05 |
10.588 |
| HMC |
50.0 |
5.395 |
9e-05 |
16.598 |
| SMC |
2.1 |
41.199 |
2.42e-16 |
90.643 |
| SMC |
2.5 |
69.913 |
1.99e-19 |
214.440 |
| SMC |
3.0 |
75.746 |
6.21e-21 |
99.441 |
| SMC |
4.0 |
50.016 |
2.08e-17 |
140.012 |
| SMC |
10.0 |
101.613 |
1.13e-23 |
106.620 |
| SMC |
50.0 |
60.868 |
5.98e-19 |
111.073 |
| Metro |
2.1 |
15.646 |
2.84e-10 |
139.426 |
| Metro |
2.5 |
17.867 |
4.9e-11 |
327.845 |
| Metro |
3.0 |
9.368 |
2.07e-07 |
135.438 |
| Metro |
4.0 |
9.966 |
9.7e-08 |
153.981 |
| Metro |
10.0 |
7.487 |
2.93e-06 |
115.234 |
| Metro |
50.0 |
8.409 |
7.61e-07 |
164.802 |
| DEMetro_Z |
2.1 |
17.453 |
6.47e-11 |
120.199 |
| DEMetro_Z |
2.5 |
21.172 |
4.92e-12 |
354.487 |
| DEMetro_Z |
3.0 |
21.853 |
3.05e-12 |
145.521 |
| DEMetro_Z |
4.0 |
11.820 |
1.13e-08 |
187.387 |
| DEMetro_Z |
10.0 |
11.820 |
1.13e-08 |
146.467 |
| DEMetro_Z |
50.0 |
16.289 |
1.68e-10 |
231.589 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
4.113
|
0.00105
|
1.062
|
| DEMetro_Z_vs_SMC |
1
|
8.683
|
5.21e-07
|
2.242
|
| DEMetro_Z_vs_SMC |
2
|
6.794
|
8.69e-06
|
1.754
|
| DEMetro_Z_vs_SMC |
3
|
2.827
|
0.0134
|
0.730
|
| DEMetro_Z_vs_SMC |
4
|
3.125
|
0.00745
|
0.807
|
| DEMetro_Z_vs_SMC |
5
|
8.636
|
5.56e-07
|
2.230
|
| HMC_vs_Metro |
0
|
-13.568
|
1.91e-09
|
-3.503
|
| HMC_vs_Metro |
1
|
-14.234
|
1.02e-09
|
-3.675
|
| HMC_vs_Metro |
2
|
-8.751
|
4.75e-07
|
-2.260
|
| HMC_vs_Metro |
3
|
-8.799
|
4.45e-07
|
-2.272
|
| HMC_vs_Metro |
4
|
-6.624
|
1.14e-05
|
-1.710
|
| HMC_vs_Metro |
5
|
-8.480
|
6.91e-07
|
-2.189
|
| Metro_vs_DEMetro_Z |
0
|
1.617
|
0.128
|
0.418
|
| Metro_vs_DEMetro_Z |
1
|
-1.129
|
0.278
|
-0.291
|
| Metro_vs_DEMetro_Z |
2
|
-0.542
|
0.596
|
-0.140
|
| Metro_vs_DEMetro_Z |
3
|
-1.488
|
0.159
|
-0.384
|
| Metro_vs_DEMetro_Z |
4
|
-1.332
|
0.204
|
-0.344
|
| Metro_vs_DEMetro_Z |
5
|
-3.257
|
0.00573
|
-0.841
|
| HMC_vs_SMC |
0
|
-21.952
|
3.03e-12
|
-5.668
|
| HMC_vs_SMC |
1
|
-17.366
|
7.23e-11
|
-4.484
|
| HMC_vs_SMC |
2
|
-37.395
|
1.98e-15
|
-9.655
|
| HMC_vs_SMC |
3
|
-40.820
|
5.86e-16
|
-10.540
|
| HMC_vs_SMC |
4
|
-55.104
|
9e-18
|
-14.228
|
| HMC_vs_SMC |
5
|
-27.658
|
1.28e-13
|
-7.141
|
| Metro_vs_SMC |
0
|
5.206
|
0.000133
|
1.344
|
| Metro_vs_SMC |
1
|
6.156
|
2.5e-05
|
1.589
|
| Metro_vs_SMC |
2
|
2.490
|
0.026
|
0.643
|
| Metro_vs_SMC |
3
|
0.865
|
0.402
|
0.223
|
| Metro_vs_SMC |
4
|
0.554
|
0.589
|
0.143
|
| Metro_vs_SMC |
5
|
2.816
|
0.0137
|
0.727
|
| HMC_vs_DEMetro_Z |
0
|
-15.345
|
3.77e-10
|
-3.962
|
| HMC_vs_DEMetro_Z |
1
|
-14.914
|
5.49e-10
|
-3.851
|
| HMC_vs_DEMetro_Z |
2
|
-19.025
|
2.12e-11
|
-4.912
|
| HMC_vs_DEMetro_Z |
3
|
-10.910
|
3.14e-08
|
-2.817
|
| HMC_vs_DEMetro_Z |
4
|
-11.430
|
1.74e-08
|
-2.951
|
| HMC_vs_DEMetro_Z |
5
|
-15.829
|
2.49e-10
|
-4.087
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.090 |
0.016 |
0.006 |
12.650 |
| HMC |
2.5 |
0.105 |
0.015 |
0.003 |
34.905 |
| HMC |
3.0 |
0.082 |
0.015 |
0.006 |
11.817 |
| HMC |
4.0 |
0.069 |
0.014 |
0.004 |
13.430 |
| HMC |
10.0 |
0.074 |
0.014 |
0.006 |
10.588 |
| HMC |
50.0 |
0.077 |
0.015 |
0.004 |
16.598 |
| SMC |
2.1 |
0.547 |
0.016 |
0.006 |
90.643 |
| SMC |
2.5 |
0.572 |
0.015 |
0.003 |
214.440 |
| SMC |
3.0 |
0.575 |
0.015 |
0.006 |
99.441 |
| SMC |
4.0 |
0.597 |
0.014 |
0.004 |
140.012 |
| SMC |
10.0 |
0.616 |
0.014 |
0.006 |
106.620 |
| SMC |
50.0 |
0.433 |
0.015 |
0.004 |
111.073 |
| Metro |
2.1 |
0.833 |
0.016 |
0.006 |
139.426 |
| Metro |
2.5 |
0.866 |
0.015 |
0.003 |
327.845 |
| Metro |
3.0 |
0.777 |
0.015 |
0.006 |
135.438 |
| Metro |
4.0 |
0.655 |
0.014 |
0.004 |
153.981 |
| Metro |
10.0 |
0.664 |
0.014 |
0.006 |
115.234 |
| Metro |
50.0 |
0.635 |
0.015 |
0.004 |
164.802 |
| DEMetro_Z |
2.1 |
0.720 |
0.016 |
0.006 |
120.199 |
| DEMetro_Z |
2.5 |
0.936 |
0.015 |
0.003 |
354.487 |
| DEMetro_Z |
3.0 |
0.834 |
0.015 |
0.006 |
145.521 |
| DEMetro_Z |
4.0 |
0.795 |
0.014 |
0.004 |
187.387 |
| DEMetro_Z |
10.0 |
0.840 |
0.014 |
0.006 |
146.467 |
| DEMetro_Z |
50.0 |
0.887 |
0.015 |
0.004 |
231.589 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Vary_Tails_with_Dim_and_MM
(Mixture,
nu,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
2.805 |
0.0134 |
4.237 |
| HMC |
2.5 |
2.352 |
0.0337 |
8.966 |
| HMC |
3.0 |
2.584 |
0.0215 |
10.699 |
| HMC |
4.0 |
3.138 |
0.00719 |
11.339 |
| HMC |
10.0 |
5.582 |
5.99e-05 |
11.262 |
| HMC |
50.0 |
4.703 |
0.000337 |
36.223 |
| SMC |
2.1 |
31.465 |
7.31e-15 |
53.882 |
| SMC |
2.5 |
48.662 |
4.71e-17 |
346.209 |
| SMC |
3.0 |
21.625 |
2.93e-12 |
69.583 |
| SMC |
4.0 |
23.997 |
6.17e-13 |
63.858 |
| SMC |
10.0 |
22.758 |
5.11e-13 |
32.325 |
| SMC |
50.0 |
14.553 |
1.44e-10 |
15.262 |
| Metro |
2.1 |
2.700 |
0.0171 |
9.829 |
| Metro |
2.5 |
6.400 |
1.63e-05 |
39.892 |
| Metro |
3.0 |
3.665 |
0.00249 |
10.606 |
| Metro |
4.0 |
8.217 |
3.81e-07 |
8.083 |
| Metro |
10.0 |
7.467 |
9.73e-07 |
6.311 |
| Metro |
50.0 |
5.404 |
8.32e-05 |
11.044 |
| DEMetro_Z |
2.1 |
22.256 |
2.47e-12 |
261.930 |
| DEMetro_Z |
2.5 |
12.394 |
6.17e-09 |
1598.472 |
| DEMetro_Z |
3.0 |
30.372 |
3.43e-14 |
340.607 |
| DEMetro_Z |
4.0 |
23.439 |
1.23e-12 |
377.583 |
| DEMetro_Z |
10.0 |
20.409 |
7.96e-12 |
194.298 |
| DEMetro_Z |
50.0 |
9.883 |
1.08e-07 |
247.369 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-21.266
|
4.67e-12
|
-5.491
|
| HMC_vs_DEMetro_Z |
1
|
-12.247
|
7.2e-09
|
-3.162
|
| HMC_vs_DEMetro_Z |
2
|
-30.597
|
3.18e-14
|
-7.900
|
| HMC_vs_DEMetro_Z |
3
|
-23.207
|
1.42e-12
|
-5.992
|
| HMC_vs_DEMetro_Z |
4
|
-19.310
|
1.73e-11
|
-4.986
|
| HMC_vs_DEMetro_Z |
5
|
-9.388
|
2.03e-07
|
-2.424
|
| Metro_vs_SMC |
0
|
-9.700
|
1.36e-07
|
-2.505
|
| Metro_vs_SMC |
1
|
-39.115
|
1.06e-15
|
-10.099
|
| Metro_vs_SMC |
2
|
-10.894
|
3.2e-08
|
-2.813
|
| Metro_vs_SMC |
3
|
-21.625
|
3.72e-12
|
-5.584
|
| Metro_vs_SMC |
4
|
-15.003
|
5.08e-10
|
-3.874
|
| Metro_vs_SMC |
5
|
-1.934
|
0.0736
|
-0.499
|
| Metro_vs_DEMetro_Z |
0
|
-20.232
|
9.2e-12
|
-5.224
|
| Metro_vs_DEMetro_Z |
1
|
-11.950
|
9.87e-09
|
-3.085
|
| Metro_vs_DEMetro_Z |
2
|
-28.933
|
6.87e-14
|
-7.471
|
| Metro_vs_DEMetro_Z |
3
|
-23.487
|
1.21e-12
|
-6.064
|
| Metro_vs_DEMetro_Z |
4
|
-19.432
|
1.59e-11
|
-5.017
|
| Metro_vs_DEMetro_Z |
5
|
-9.527
|
1.7e-07
|
-2.460
|
| HMC_vs_Metro |
0
|
-1.345
|
0.2
|
-0.347
|
| HMC_vs_Metro |
1
|
-4.093
|
0.0011
|
-1.057
|
| HMC_vs_Metro |
2
|
0.017
|
0.987
|
0.004
|
| HMC_vs_Metro |
3
|
0.877
|
0.395
|
0.226
|
| HMC_vs_Metro |
4
|
2.085
|
0.0558
|
0.538
|
| HMC_vs_Metro |
5
|
3.280
|
0.00548
|
0.847
|
| HMC_vs_SMC |
0
|
-22.678
|
1.95e-12
|
-5.855
|
| HMC_vs_SMC |
1
|
-38.739
|
1.21e-15
|
-10.002
|
| HMC_vs_SMC |
2
|
-11.564
|
1.5e-08
|
-2.986
|
| HMC_vs_SMC |
3
|
-9.663
|
1.43e-07
|
-2.495
|
| HMC_vs_SMC |
4
|
-9.312
|
2.24e-07
|
-2.404
|
| HMC_vs_SMC |
5
|
2.871
|
0.0123
|
0.741
|
| DEMetro_Z_vs_SMC |
0
|
17.308
|
7.56e-11
|
4.469
|
| DEMetro_Z_vs_SMC |
1
|
9.636
|
1.48e-07
|
2.488
|
| DEMetro_Z_vs_SMC |
2
|
21.975
|
2.99e-12
|
5.674
|
| DEMetro_Z_vs_SMC |
3
|
19.864
|
1.18e-11
|
5.129
|
| DEMetro_Z_vs_SMC |
4
|
16.296
|
1.69e-10
|
4.208
|
| DEMetro_Z_vs_SMC |
5
|
9.303
|
2.27e-07
|
2.402
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.149 |
0.077 |
0.017 |
4.237 |
| HMC |
2.5 |
0.099 |
0.048 |
0.006 |
8.966 |
| HMC |
3.0 |
0.117 |
0.038 |
0.007 |
10.699 |
| HMC |
4.0 |
0.086 |
0.033 |
0.005 |
11.339 |
| HMC |
10.0 |
0.084 |
0.028 |
0.005 |
11.262 |
| HMC |
50.0 |
0.164 |
0.025 |
0.004 |
36.223 |
| SMC |
2.1 |
0.988 |
0.077 |
0.017 |
53.882 |
| SMC |
2.5 |
1.986 |
0.048 |
0.006 |
346.209 |
| SMC |
3.0 |
0.550 |
0.038 |
0.007 |
69.583 |
| SMC |
4.0 |
0.333 |
0.033 |
0.005 |
63.858 |
| SMC |
10.0 |
0.190 |
0.028 |
0.005 |
32.325 |
| SMC |
50.0 |
0.084 |
0.025 |
0.004 |
15.262 |
| Metro |
2.1 |
0.243 |
0.077 |
0.017 |
9.829 |
| Metro |
2.5 |
0.272 |
0.048 |
0.006 |
39.892 |
| Metro |
3.0 |
0.116 |
0.038 |
0.007 |
10.606 |
| Metro |
4.0 |
0.071 |
0.033 |
0.005 |
8.083 |
| Metro |
10.0 |
0.059 |
0.028 |
0.005 |
6.311 |
| Metro |
50.0 |
0.068 |
0.025 |
0.004 |
11.044 |
| DEMetro_Z |
2.1 |
4.507 |
0.077 |
0.017 |
261.930 |
| DEMetro_Z |
2.5 |
8.996 |
0.048 |
0.006 |
1598.472 |
| DEMetro_Z |
3.0 |
2.543 |
0.038 |
0.007 |
340.607 |
| DEMetro_Z |
4.0 |
1.809 |
0.033 |
0.005 |
377.583 |
| DEMetro_Z |
10.0 |
1.001 |
0.028 |
0.005 |
194.298 |
| DEMetro_Z |
50.0 |
0.974 |
0.025 |
0.004 |
247.369 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
1.224 |
0.237 |
0.954 |
| HMC |
2.5 |
1.428 |
0.174 |
1.978 |
| HMC |
3.0 |
1.427 |
0.168 |
0.784 |
| HMC |
4.0 |
1.710 |
0.102 |
0.934 |
| HMC |
10.0 |
3.511 |
0.00273 |
3.016 |
| HMC |
50.0 |
3.267 |
0.00556 |
12.732 |
| SMC |
2.1 |
135.093 |
2.83e-28 |
99.892 |
| SMC |
2.5 |
166.655 |
1.7e-24 |
3225.547 |
| SMC |
3.0 |
199.258 |
1.28e-25 |
1599.220 |
| SMC |
4.0 |
145.888 |
1.09e-23 |
2709.925 |
| SMC |
10.0 |
68.800 |
4.07e-19 |
6130.573 |
| SMC |
50.0 |
36.949 |
2.28e-15 |
423.550 |
| Metro |
2.1 |
1.365 |
0.189 |
0.961 |
| Metro |
2.5 |
2.451 |
0.0279 |
19.920 |
| Metro |
3.0 |
1.474 |
0.163 |
8.856 |
| Metro |
4.0 |
4.179 |
0.000501 |
2.696 |
| Metro |
10.0 |
7.552 |
6.66e-07 |
5.826 |
| Metro |
50.0 |
6.590 |
1.08e-06 |
3.348 |
| DEMetro_Z |
2.1 |
12.515 |
3.37e-09 |
22.471 |
| DEMetro_Z |
2.5 |
9.875 |
1.09e-07 |
1372.246 |
| DEMetro_Z |
3.0 |
24.345 |
7.26e-13 |
322.240 |
| DEMetro_Z |
4.0 |
15.378 |
3.65e-10 |
508.292 |
| DEMetro_Z |
10.0 |
9.757 |
1.27e-07 |
725.144 |
| DEMetro_Z |
50.0 |
5.009 |
0.000191 |
550.478 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-91.155
|
7.99e-21
|
-23.536
|
| HMC_vs_SMC |
1
|
-165.067
|
1.97e-24
|
-42.620
|
| HMC_vs_SMC |
2
|
-198.761
|
1.47e-25
|
-51.320
|
| HMC_vs_SMC |
3
|
-147.098
|
9.9e-24
|
-37.980
|
| HMC_vs_SMC |
4
|
-68.726
|
4.13e-19
|
-17.745
|
| HMC_vs_SMC |
5
|
-37.105
|
2.2e-15
|
-9.580
|
| Metro_vs_DEMetro_Z |
0
|
-10.273
|
6.68e-08
|
-2.652
|
| Metro_vs_DEMetro_Z |
1
|
-9.517
|
1.72e-07
|
-2.457
|
| Metro_vs_DEMetro_Z |
2
|
-21.545
|
3.91e-12
|
-5.563
|
| Metro_vs_DEMetro_Z |
3
|
-15.332
|
3.81e-10
|
-3.959
|
| Metro_vs_DEMetro_Z |
4
|
-9.675
|
1.4e-07
|
-2.498
|
| Metro_vs_DEMetro_Z |
5
|
-4.979
|
0.000202
|
-1.286
|
| HMC_vs_Metro |
0
|
-0.007
|
0.994
|
-0.002
|
| HMC_vs_Metro |
1
|
-2.142
|
0.0503
|
-0.553
|
| HMC_vs_Metro |
2
|
-1.327
|
0.206
|
-0.343
|
| HMC_vs_Metro |
3
|
-2.309
|
0.0367
|
-0.596
|
| HMC_vs_Metro |
4
|
-2.833
|
0.0133
|
-0.732
|
| HMC_vs_Metro |
5
|
2.325
|
0.0356
|
0.600
|
| HMC_vs_DEMetro_Z |
0
|
-10.849
|
3.37e-08
|
-2.801
|
| HMC_vs_DEMetro_Z |
1
|
-9.864
|
1.11e-07
|
-2.547
|
| HMC_vs_DEMetro_Z |
2
|
-24.310
|
7.52e-13
|
-6.277
|
| HMC_vs_DEMetro_Z |
3
|
-15.361
|
3.71e-10
|
-3.966
|
| HMC_vs_DEMetro_Z |
4
|
-9.725
|
1.32e-07
|
-2.511
|
| HMC_vs_DEMetro_Z |
5
|
-4.935
|
0.000219
|
-1.274
|
| Metro_vs_SMC |
0
|
-86.279
|
1.72e-20
|
-22.277
|
| Metro_vs_SMC |
1
|
-144.903
|
1.22e-23
|
-37.414
|
| Metro_vs_SMC |
2
|
-151.396
|
6.62e-24
|
-39.090
|
| Metro_vs_SMC |
3
|
-146.917
|
1.01e-23
|
-37.934
|
| Metro_vs_SMC |
4
|
-68.629
|
4.21e-19
|
-17.720
|
| Metro_vs_SMC |
5
|
-36.472
|
2.8e-15
|
-9.417
|
| DEMetro_Z_vs_SMC |
0
|
-42.288
|
3.59e-16
|
-10.919
|
| DEMetro_Z_vs_SMC |
1
|
-13.284
|
2.51e-09
|
-3.430
|
| DEMetro_Z_vs_SMC |
2
|
-78.670
|
6.26e-20
|
-20.312
|
| DEMetro_Z_vs_SMC |
3
|
-64.552
|
9.9e-19
|
-16.667
|
| DEMetro_Z_vs_SMC |
4
|
-40.797
|
5.91e-16
|
-10.534
|
| DEMetro_Z_vs_SMC |
5
|
1.160
|
0.265
|
0.300
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
24.898 |
13.186 |
12.273 |
0.954 |
| HMC |
2.5 |
2.844 |
1.243 |
0.809 |
1.978 |
| HMC |
3.0 |
0.754 |
0.540 |
0.272 |
0.784 |
| HMC |
4.0 |
0.268 |
0.193 |
0.080 |
0.934 |
| HMC |
10.0 |
0.102 |
0.060 |
0.014 |
3.016 |
| HMC |
50.0 |
0.221 |
0.040 |
0.014 |
12.732 |
| SMC |
2.1 |
1239.191 |
13.186 |
12.273 |
99.892 |
| SMC |
2.5 |
2611.265 |
1.243 |
0.809 |
3225.547 |
| SMC |
3.0 |
436.041 |
0.540 |
0.272 |
1599.220 |
| SMC |
4.0 |
217.386 |
0.193 |
0.080 |
2709.925 |
| SMC |
10.0 |
86.451 |
0.060 |
0.014 |
6130.573 |
| SMC |
50.0 |
6.066 |
0.040 |
0.014 |
423.550 |
| Metro |
2.1 |
24.980 |
13.186 |
12.273 |
0.961 |
| Metro |
2.5 |
17.362 |
1.243 |
0.809 |
19.920 |
| Metro |
3.0 |
2.952 |
0.540 |
0.272 |
8.856 |
| Metro |
4.0 |
0.409 |
0.193 |
0.080 |
2.696 |
| Metro |
10.0 |
0.142 |
0.060 |
0.014 |
5.826 |
| Metro |
50.0 |
0.087 |
0.040 |
0.014 |
3.348 |
| DEMetro_Z |
2.1 |
288.983 |
13.186 |
12.273 |
22.471 |
| DEMetro_Z |
2.5 |
1111.626 |
1.243 |
0.809 |
1372.246 |
| DEMetro_Z |
3.0 |
88.293 |
0.540 |
0.272 |
322.240 |
| DEMetro_Z |
4.0 |
40.931 |
0.193 |
0.080 |
508.292 |
| DEMetro_Z |
10.0 |
10.278 |
0.060 |
0.014 |
725.144 |
| DEMetro_Z |
50.0 |
7.871 |
0.040 |
0.014 |
550.478 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
3.279 |
0.00544 |
14.640 |
| HMC |
2.5 |
5.285 |
0.000108 |
13.998 |
| HMC |
3.0 |
3.017 |
0.00914 |
10.994 |
| HMC |
4.0 |
2.461 |
0.0274 |
19.070 |
| HMC |
10.0 |
5.713 |
4.98e-05 |
15.033 |
| HMC |
50.0 |
4.631 |
0.000388 |
47.708 |
| SMC |
2.1 |
275.920 |
1.03e-27 |
1217.376 |
| SMC |
2.5 |
337.158 |
8.8e-29 |
6244.711 |
| SMC |
3.0 |
348.242 |
4.18e-29 |
1718.637 |
| SMC |
4.0 |
273.460 |
1.62e-27 |
3718.140 |
| SMC |
10.0 |
114.873 |
3.1e-22 |
2247.916 |
| SMC |
50.0 |
48.148 |
5.71e-17 |
530.166 |
| Metro |
2.1 |
3.739 |
0.0022 |
32.435 |
| Metro |
2.5 |
4.120 |
0.00104 |
188.842 |
| Metro |
3.0 |
2.117 |
0.0527 |
28.168 |
| Metro |
4.0 |
8.927 |
3.05e-07 |
20.101 |
| Metro |
10.0 |
10.740 |
9.86e-09 |
10.626 |
| Metro |
50.0 |
5.329 |
0.0001 |
14.965 |
| DEMetro_Z |
2.1 |
28.911 |
6.89e-14 |
533.953 |
| DEMetro_Z |
2.5 |
20.084 |
1.02e-11 |
3890.352 |
| DEMetro_Z |
3.0 |
56.035 |
6.93e-18 |
675.585 |
| DEMetro_Z |
4.0 |
26.811 |
1.96e-13 |
1324.667 |
| DEMetro_Z |
10.0 |
21.218 |
4.8e-12 |
577.352 |
| DEMetro_Z |
50.0 |
11.816 |
1.14e-08 |
527.589 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-24.181
|
8.09e-13
|
-6.243
|
| Metro_vs_DEMetro_Z |
1
|
-17.397
|
7.06e-11
|
-4.492
|
| Metro_vs_DEMetro_Z |
2
|
-35.717
|
3.74e-15
|
-9.222
|
| Metro_vs_DEMetro_Z |
3
|
-26.330
|
2.52e-13
|
-6.798
|
| Metro_vs_DEMetro_Z |
4
|
-20.702
|
6.73e-12
|
-5.345
|
| Metro_vs_DEMetro_Z |
5
|
-11.594
|
1.45e-08
|
-2.994
|
| DEMetro_Z_vs_SMC |
0
|
-34.448
|
6.17e-15
|
-8.895
|
| DEMetro_Z_vs_SMC |
1
|
-11.999
|
9.36e-09
|
-3.098
|
| DEMetro_Z_vs_SMC |
2
|
-78.526
|
6.42e-20
|
-20.275
|
| DEMetro_Z_vs_SMC |
3
|
-49.147
|
4.43e-17
|
-12.690
|
| DEMetro_Z_vs_SMC |
4
|
-43.421
|
2.48e-16
|
-11.211
|
| DEMetro_Z_vs_SMC |
5
|
-0.057
|
0.955
|
-0.015
|
| HMC_vs_DEMetro_Z |
0
|
-29.035
|
6.55e-14
|
-7.497
|
| HMC_vs_DEMetro_Z |
1
|
-20.014
|
1.07e-11
|
-5.168
|
| HMC_vs_DEMetro_Z |
2
|
-52.398
|
1.82e-17
|
-13.529
|
| HMC_vs_DEMetro_Z |
3
|
-26.656
|
2.13e-13
|
-6.882
|
| HMC_vs_DEMetro_Z |
4
|
-20.096
|
1.01e-11
|
-5.189
|
| HMC_vs_DEMetro_Z |
5
|
-11.471
|
1.67e-08
|
-2.962
|
| HMC_vs_Metro |
0
|
-1.857
|
0.0845
|
-0.479
|
| HMC_vs_Metro |
1
|
-3.763
|
0.0021
|
-0.972
|
| HMC_vs_Metro |
2
|
-1.218
|
0.244
|
-0.314
|
| HMC_vs_Metro |
3
|
-0.123
|
0.904
|
-0.032
|
| HMC_vs_Metro |
4
|
1.577
|
0.137
|
0.407
|
| HMC_vs_Metro |
5
|
3.164
|
0.0069
|
0.817
|
| HMC_vs_SMC |
0
|
-197.747
|
1.58e-25
|
-51.058
|
| HMC_vs_SMC |
1
|
-332.067
|
1.11e-28
|
-85.739
|
| HMC_vs_SMC |
2
|
-309.264
|
3.01e-28
|
-79.852
|
| HMC_vs_SMC |
3
|
-244.995
|
7.86e-27
|
-63.257
|
| HMC_vs_SMC |
4
|
-113.503
|
3.72e-22
|
-29.306
|
| HMC_vs_SMC |
5
|
-34.849
|
5.26e-15
|
-8.998
|
| Metro_vs_SMC |
0
|
-109.378
|
6.25e-22
|
-28.241
|
| Metro_vs_SMC |
1
|
-118.664
|
2e-22
|
-30.639
|
| Metro_vs_SMC |
2
|
-116.031
|
2.74e-22
|
-29.959
|
| Metro_vs_SMC |
3
|
-267.896
|
2.25e-27
|
-69.170
|
| Metro_vs_SMC |
4
|
-112.613
|
4.16e-22
|
-29.077
|
| Metro_vs_SMC |
5
|
-42.785
|
3.05e-16
|
-11.047
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.449 |
0.131 |
0.022 |
14.640 |
| HMC |
2.5 |
0.170 |
0.084 |
0.006 |
13.998 |
| HMC |
3.0 |
0.165 |
0.067 |
0.009 |
10.994 |
| HMC |
4.0 |
0.106 |
0.052 |
0.003 |
19.070 |
| HMC |
10.0 |
0.080 |
0.038 |
0.003 |
15.033 |
| HMC |
50.0 |
0.139 |
0.033 |
0.002 |
47.708 |
| SMC |
2.1 |
26.631 |
0.131 |
0.022 |
1217.376 |
| SMC |
2.5 |
38.579 |
0.084 |
0.006 |
6244.711 |
| SMC |
3.0 |
15.403 |
0.067 |
0.009 |
1718.637 |
| SMC |
4.0 |
10.629 |
0.052 |
0.003 |
3718.140 |
| SMC |
10.0 |
6.440 |
0.038 |
0.003 |
2247.916 |
| SMC |
50.0 |
1.204 |
0.033 |
0.002 |
530.166 |
| Metro |
2.1 |
0.837 |
0.131 |
0.022 |
32.435 |
| Metro |
2.5 |
1.248 |
0.084 |
0.006 |
188.842 |
| Metro |
3.0 |
0.319 |
0.067 |
0.009 |
28.168 |
| Metro |
4.0 |
0.109 |
0.052 |
0.003 |
20.101 |
| Metro |
10.0 |
0.068 |
0.038 |
0.003 |
10.626 |
| Metro |
50.0 |
0.066 |
0.033 |
0.002 |
14.965 |
| DEMetro_Z |
2.1 |
11.754 |
0.131 |
0.022 |
533.953 |
| DEMetro_Z |
2.5 |
24.065 |
0.084 |
0.006 |
3890.352 |
| DEMetro_Z |
3.0 |
6.096 |
0.067 |
0.009 |
675.585 |
| DEMetro_Z |
4.0 |
3.820 |
0.052 |
0.003 |
1324.667 |
| DEMetro_Z |
10.0 |
1.682 |
0.038 |
0.003 |
577.352 |
| DEMetro_Z |
50.0 |
1.198 |
0.033 |
0.002 |
527.589 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
4.140 |
0.000993 |
25.037 |
| HMC |
2.5 |
3.445 |
0.0039 |
14.602 |
| HMC |
3.0 |
2.960 |
0.0103 |
15.157 |
| HMC |
4.0 |
2.770 |
0.015 |
13.839 |
| HMC |
10.0 |
5.655 |
5.29e-05 |
11.875 |
| HMC |
50.0 |
4.746 |
0.000311 |
41.645 |
| SMC |
2.1 |
126.626 |
9.89e-24 |
210.879 |
| SMC |
2.5 |
161.240 |
5.54e-26 |
205.964 |
| SMC |
3.0 |
111.181 |
2.99e-23 |
157.115 |
| SMC |
4.0 |
127.499 |
1.12e-23 |
224.508 |
| SMC |
10.0 |
125.783 |
7.21e-24 |
191.785 |
| SMC |
50.0 |
92.477 |
1.55e-21 |
175.803 |
| Metro |
2.1 |
4.818 |
0.000272 |
48.192 |
| Metro |
2.5 |
7.392 |
3.38e-06 |
93.408 |
| Metro |
3.0 |
3.265 |
0.00562 |
22.366 |
| Metro |
4.0 |
9.318 |
1.28e-07 |
13.145 |
| Metro |
10.0 |
10.002 |
9.49e-09 |
7.336 |
| Metro |
50.0 |
5.557 |
6.46e-05 |
12.990 |
| DEMetro_Z |
2.1 |
50.749 |
2.39e-17 |
245.456 |
| DEMetro_Z |
2.5 |
58.441 |
3.08e-18 |
240.291 |
| DEMetro_Z |
3.0 |
64.153 |
6.17e-19 |
181.414 |
| DEMetro_Z |
4.0 |
63.577 |
9.22e-19 |
251.543 |
| DEMetro_Z |
10.0 |
49.823 |
2.72e-17 |
181.926 |
| DEMetro_Z |
50.0 |
26.809 |
1.88e-13 |
220.536 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
6.656
|
1.09e-05
|
1.719
|
| DEMetro_Z_vs_SMC |
1
|
7.799
|
1.84e-06
|
2.014
|
| DEMetro_Z_vs_SMC |
2
|
8.083
|
1.21e-06
|
2.087
|
| DEMetro_Z_vs_SMC |
3
|
6.157
|
2.49e-05
|
1.590
|
| DEMetro_Z_vs_SMC |
4
|
-2.512
|
0.0249
|
-0.649
|
| DEMetro_Z_vs_SMC |
5
|
5.709
|
5.4e-05
|
1.474
|
| HMC_vs_Metro |
0
|
-3.119
|
0.00754
|
-0.805
|
| HMC_vs_Metro |
1
|
-5.754
|
4.99e-05
|
-1.486
|
| HMC_vs_Metro |
2
|
-0.787
|
0.444
|
-0.203
|
| HMC_vs_Metro |
3
|
0.127
|
0.901
|
0.033
|
| HMC_vs_Metro |
4
|
1.984
|
0.0673
|
0.512
|
| HMC_vs_Metro |
5
|
3.304
|
0.00522
|
0.853
|
| Metro_vs_DEMetro_Z |
0
|
-17.323
|
7.47e-11
|
-4.473
|
| Metro_vs_DEMetro_Z |
1
|
-9.837
|
1.14e-07
|
-2.540
|
| Metro_vs_DEMetro_Z |
2
|
-21.156
|
5.01e-12
|
-5.463
|
| Metro_vs_DEMetro_Z |
3
|
-54.741
|
9.87e-18
|
-14.134
|
| Metro_vs_DEMetro_Z |
4
|
-46.626
|
9.22e-17
|
-12.039
|
| Metro_vs_DEMetro_Z |
5
|
-25.901
|
3.15e-13
|
-6.688
|
| HMC_vs_SMC |
0
|
-31.483
|
2.14e-14
|
-8.129
|
| HMC_vs_SMC |
1
|
-38.364
|
1.39e-15
|
-9.906
|
| HMC_vs_SMC |
2
|
-27.512
|
1.38e-13
|
-7.104
|
| HMC_vs_SMC |
3
|
-38.075
|
1.54e-15
|
-9.831
|
| HMC_vs_SMC |
4
|
-92.666
|
6.35e-21
|
-23.926
|
| HMC_vs_SMC |
5
|
-15.229
|
4.17e-10
|
-3.932
|
| Metro_vs_SMC |
0
|
-16.194
|
1.84e-10
|
-4.181
|
| Metro_vs_SMC |
1
|
-9.030
|
3.26e-07
|
-2.331
|
| Metro_vs_SMC |
2
|
-18.694
|
2.68e-11
|
-4.827
|
| Metro_vs_SMC |
3
|
-98.552
|
2.68e-21
|
-25.446
|
| Metro_vs_SMC |
4
|
-101.702
|
1.73e-21
|
-26.259
|
| Metro_vs_SMC |
5
|
-49.208
|
4.36e-17
|
-12.705
|
| HMC_vs_DEMetro_Z |
0
|
-31.771
|
1.89e-14
|
-8.203
|
| HMC_vs_DEMetro_Z |
1
|
-45.738
|
1.21e-16
|
-11.809
|
| HMC_vs_DEMetro_Z |
2
|
-30.832
|
2.86e-14
|
-7.961
|
| HMC_vs_DEMetro_Z |
3
|
-40.410
|
6.74e-16
|
-10.434
|
| HMC_vs_DEMetro_Z |
4
|
-38.725
|
1.22e-15
|
-9.999
|
| HMC_vs_DEMetro_Z |
5
|
-18.879
|
2.35e-11
|
-4.874
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.062 |
0.015 |
0.002 |
25.037 |
| HMC |
2.5 |
0.043 |
0.014 |
0.002 |
14.602 |
| HMC |
3.0 |
0.052 |
0.014 |
0.002 |
15.157 |
| HMC |
4.0 |
0.038 |
0.014 |
0.002 |
13.839 |
| HMC |
10.0 |
0.037 |
0.013 |
0.002 |
11.875 |
| HMC |
50.0 |
0.074 |
0.013 |
0.001 |
41.645 |
| SMC |
2.1 |
0.412 |
0.015 |
0.002 |
210.879 |
| SMC |
2.5 |
0.413 |
0.014 |
0.002 |
205.964 |
| SMC |
3.0 |
0.405 |
0.014 |
0.002 |
157.115 |
| SMC |
4.0 |
0.401 |
0.014 |
0.002 |
224.508 |
| SMC |
10.0 |
0.396 |
0.013 |
0.002 |
191.785 |
| SMC |
50.0 |
0.271 |
0.013 |
0.001 |
175.803 |
| Metro |
2.1 |
0.106 |
0.015 |
0.002 |
48.192 |
| Metro |
2.5 |
0.195 |
0.014 |
0.002 |
93.408 |
| Metro |
3.0 |
0.070 |
0.014 |
0.002 |
22.366 |
| Metro |
4.0 |
0.037 |
0.014 |
0.002 |
13.145 |
| Metro |
10.0 |
0.028 |
0.013 |
0.002 |
7.336 |
| Metro |
50.0 |
0.032 |
0.013 |
0.001 |
12.990 |
| DEMetro_Z |
2.1 |
0.477 |
0.015 |
0.002 |
245.456 |
| DEMetro_Z |
2.5 |
0.480 |
0.014 |
0.002 |
240.291 |
| DEMetro_Z |
3.0 |
0.466 |
0.014 |
0.002 |
181.414 |
| DEMetro_Z |
4.0 |
0.447 |
0.014 |
0.002 |
251.543 |
| DEMetro_Z |
10.0 |
0.376 |
0.013 |
0.002 |
181.926 |
| DEMetro_Z |
50.0 |
0.337 |
0.013 |
0.001 |
220.536 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
1.331 |
0.204 |
3.113 |
| HMC |
2.5 |
4.416 |
0.000552 |
9.910 |
| HMC |
3.0 |
3.981 |
0.00128 |
7.907 |
| HMC |
4.0 |
3.753 |
0.00204 |
7.749 |
| HMC |
10.0 |
5.366 |
9.5e-05 |
16.735 |
| HMC |
50.0 |
4.420 |
0.000582 |
77.911 |
| SMC |
2.1 |
27.399 |
5.66e-14 |
48.203 |
| SMC |
2.5 |
41.633 |
4.18e-16 |
311.696 |
| SMC |
3.0 |
22.224 |
1.98e-12 |
69.346 |
| SMC |
4.0 |
25.726 |
2.1e-13 |
60.828 |
| SMC |
10.0 |
28.968 |
4.76e-15 |
31.272 |
| SMC |
50.0 |
13.044 |
9.46e-10 |
15.144 |
| Metro |
2.1 |
4.832 |
0.000168 |
4.311 |
| Metro |
2.5 |
3.992 |
0.00133 |
39.816 |
| Metro |
3.0 |
8.074 |
4.17e-07 |
7.414 |
| Metro |
4.0 |
8.925 |
1.55e-07 |
9.716 |
| Metro |
10.0 |
9.288 |
1.85e-08 |
6.173 |
| Metro |
50.0 |
3.565 |
0.00308 |
15.545 |
| DEMetro_Z |
2.1 |
12.238 |
7.24e-09 |
230.329 |
| DEMetro_Z |
2.5 |
12.215 |
7.45e-09 |
1537.982 |
| DEMetro_Z |
3.0 |
16.282 |
1.7e-10 |
350.495 |
| DEMetro_Z |
4.0 |
17.352 |
7.26e-11 |
345.661 |
| DEMetro_Z |
10.0 |
13.675 |
1.71e-09 |
207.852 |
| DEMetro_Z |
50.0 |
13.152 |
2.85e-09 |
250.949 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-12.391
|
6.19e-09
|
-3.199
|
| HMC_vs_DEMetro_Z |
1
|
-12.060
|
8.78e-09
|
-3.114
|
| HMC_vs_DEMetro_Z |
2
|
-16.195
|
1.84e-10
|
-4.181
|
| HMC_vs_DEMetro_Z |
3
|
-16.631
|
1.29e-10
|
-4.294
|
| HMC_vs_DEMetro_Z |
4
|
-13.121
|
2.95e-09
|
-3.388
|
| HMC_vs_DEMetro_Z |
5
|
-6.221
|
2.23e-05
|
-1.606
|
| Metro_vs_SMC |
0
|
-21.772
|
3.39e-12
|
-5.622
|
| Metro_vs_SMC |
1
|
-18.586
|
2.9e-11
|
-4.799
|
| Metro_vs_SMC |
2
|
-17.280
|
7.72e-11
|
-4.462
|
| Metro_vs_SMC |
3
|
-20.309
|
8.74e-12
|
-5.244
|
| Metro_vs_SMC |
4
|
-19.707
|
1.31e-11
|
-5.088
|
| Metro_vs_SMC |
5
|
0.090
|
0.93
|
0.023
|
| Metro_vs_DEMetro_Z |
0
|
-11.945
|
9.92e-09
|
-3.084
|
| Metro_vs_DEMetro_Z |
1
|
-11.839
|
1.11e-08
|
-3.057
|
| Metro_vs_DEMetro_Z |
2
|
-16.270
|
1.73e-10
|
-4.201
|
| Metro_vs_DEMetro_Z |
3
|
-16.926
|
1.02e-10
|
-4.370
|
| Metro_vs_DEMetro_Z |
4
|
-13.090
|
3.04e-09
|
-3.380
|
| Metro_vs_DEMetro_Z |
5
|
-14.244
|
1.01e-09
|
-3.678
|
| HMC_vs_Metro |
0
|
-0.480
|
0.639
|
-0.124
|
| HMC_vs_Metro |
1
|
-3.298
|
0.00528
|
-0.852
|
| HMC_vs_Metro |
2
|
0.258
|
0.8
|
0.067
|
| HMC_vs_Metro |
3
|
-0.779
|
0.449
|
-0.201
|
| HMC_vs_Metro |
4
|
3.186
|
0.0066
|
0.823
|
| HMC_vs_Metro |
5
|
3.162
|
0.00693
|
0.816
|
| HMC_vs_SMC |
0
|
-15.269
|
4.02e-10
|
-3.943
|
| HMC_vs_SMC |
1
|
-34.431
|
6.21e-15
|
-8.890
|
| HMC_vs_SMC |
2
|
-19.376
|
1.65e-11
|
-5.003
|
| HMC_vs_SMC |
3
|
-18.013
|
4.42e-11
|
-4.651
|
| HMC_vs_SMC |
4
|
-4.407
|
0.000597
|
-1.138
|
| HMC_vs_SMC |
5
|
3.553
|
0.00318
|
0.917
|
| DEMetro_Z_vs_SMC |
0
|
9.918
|
1.03e-07
|
2.561
|
| DEMetro_Z_vs_SMC |
1
|
9.732
|
1.31e-07
|
2.513
|
| DEMetro_Z_vs_SMC |
2
|
12.868
|
3.8e-09
|
3.323
|
| DEMetro_Z_vs_SMC |
3
|
14.193
|
1.06e-09
|
3.665
|
| DEMetro_Z_vs_SMC |
4
|
11.396
|
1.81e-08
|
2.942
|
| DEMetro_Z_vs_SMC |
5
|
12.300
|
6.81e-09
|
3.176
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.130 |
0.077 |
0.017 |
3.113 |
| HMC |
2.5 |
0.104 |
0.048 |
0.006 |
9.910 |
| HMC |
3.0 |
0.097 |
0.038 |
0.007 |
7.907 |
| HMC |
4.0 |
0.070 |
0.033 |
0.005 |
7.749 |
| HMC |
10.0 |
0.112 |
0.028 |
0.005 |
16.735 |
| HMC |
50.0 |
0.324 |
0.025 |
0.004 |
77.911 |
| SMC |
2.1 |
0.892 |
0.077 |
0.017 |
48.203 |
| SMC |
2.5 |
1.793 |
0.048 |
0.006 |
311.696 |
| SMC |
3.0 |
0.548 |
0.038 |
0.007 |
69.346 |
| SMC |
4.0 |
0.319 |
0.033 |
0.005 |
60.828 |
| SMC |
10.0 |
0.185 |
0.028 |
0.005 |
31.272 |
| SMC |
50.0 |
0.083 |
0.025 |
0.004 |
15.144 |
| Metro |
2.1 |
0.150 |
0.077 |
0.017 |
4.311 |
| Metro |
2.5 |
0.271 |
0.048 |
0.006 |
39.816 |
| Metro |
3.0 |
0.093 |
0.038 |
0.007 |
7.414 |
| Metro |
4.0 |
0.079 |
0.033 |
0.005 |
9.716 |
| Metro |
10.0 |
0.059 |
0.028 |
0.005 |
6.173 |
| Metro |
50.0 |
0.085 |
0.025 |
0.004 |
15.545 |
| DEMetro_Z |
2.1 |
3.972 |
0.077 |
0.017 |
230.329 |
| DEMetro_Z |
2.5 |
8.657 |
0.048 |
0.006 |
1537.982 |
| DEMetro_Z |
3.0 |
2.616 |
0.038 |
0.007 |
350.495 |
| DEMetro_Z |
4.0 |
1.659 |
0.033 |
0.005 |
345.661 |
| DEMetro_Z |
10.0 |
1.069 |
0.028 |
0.005 |
207.852 |
| DEMetro_Z |
50.0 |
0.988 |
0.025 |
0.004 |
250.949 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
0.815 |
0.425 |
0.530 |
| HMC |
2.5 |
1.415 |
0.179 |
11.671 |
| HMC |
3.0 |
1.734 |
0.102 |
1.738 |
| HMC |
4.0 |
0.390 |
0.699 |
0.139 |
| HMC |
10.0 |
4.133 |
0.000829 |
4.701 |
| HMC |
50.0 |
3.055 |
0.00856 |
64.116 |
| SMC |
2.1 |
141.375 |
1.69e-29 |
97.195 |
| SMC |
2.5 |
154.332 |
4.98e-24 |
3058.491 |
| SMC |
3.0 |
176.142 |
7.33e-25 |
1544.614 |
| SMC |
4.0 |
130.591 |
5.16e-23 |
2660.405 |
| SMC |
10.0 |
56.886 |
5.77e-18 |
5634.330 |
| SMC |
50.0 |
51.918 |
1.88e-17 |
341.220 |
| Metro |
2.1 |
0.151 |
0.881 |
0.088 |
| Metro |
2.5 |
1.429 |
0.175 |
36.645 |
| Metro |
3.0 |
3.247 |
0.00379 |
1.776 |
| Metro |
4.0 |
3.155 |
0.00653 |
4.332 |
| Metro |
10.0 |
6.842 |
2.24e-06 |
5.073 |
| Metro |
50.0 |
2.606 |
0.0204 |
5.797 |
| DEMetro_Z |
2.1 |
6.157 |
1.98e-05 |
9.934 |
| DEMetro_Z |
2.5 |
6.044 |
3.02e-05 |
734.831 |
| DEMetro_Z |
3.0 |
7.403 |
3.33e-06 |
153.667 |
| DEMetro_Z |
4.0 |
7.511 |
2.83e-06 |
191.202 |
| DEMetro_Z |
10.0 |
6.889 |
7.45e-06 |
303.921 |
| DEMetro_Z |
50.0 |
4.059 |
0.00117 |
305.226 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-84.977
|
2.13e-20
|
-21.941
|
| HMC_vs_SMC |
1
|
-161.268
|
2.73e-24
|
-41.639
|
| HMC_vs_SMC |
2
|
-178.830
|
6.44e-25
|
-46.174
|
| HMC_vs_SMC |
3
|
-130.967
|
5.03e-23
|
-33.816
|
| HMC_vs_SMC |
4
|
-56.858
|
5.82e-18
|
-14.681
|
| HMC_vs_SMC |
5
|
-12.327
|
6.62e-09
|
-3.183
|
| Metro_vs_DEMetro_Z |
0
|
-5.914
|
3.77e-05
|
-1.527
|
| Metro_vs_DEMetro_Z |
1
|
-5.648
|
6.01e-05
|
-1.458
|
| Metro_vs_DEMetro_Z |
2
|
-7.304
|
3.89e-06
|
-1.886
|
| Metro_vs_DEMetro_Z |
3
|
-7.164
|
4.83e-06
|
-1.850
|
| Metro_vs_DEMetro_Z |
4
|
-6.756
|
9.23e-06
|
-1.744
|
| Metro_vs_DEMetro_Z |
5
|
-4.086
|
0.00111
|
-1.055
|
| HMC_vs_Metro |
0
|
1.176
|
0.259
|
0.304
|
| HMC_vs_Metro |
1
|
-0.895
|
0.386
|
-0.231
|
| HMC_vs_Metro |
2
|
-0.034
|
0.974
|
-0.009
|
| HMC_vs_Metro |
3
|
-2.901
|
0.0116
|
-0.749
|
| HMC_vs_Metro |
4
|
-0.261
|
0.798
|
-0.067
|
| HMC_vs_Metro |
5
|
2.746
|
0.0158
|
0.709
|
| HMC_vs_DEMetro_Z |
0
|
-5.807
|
4.55e-05
|
-1.499
|
| HMC_vs_DEMetro_Z |
1
|
-5.889
|
3.94e-05
|
-1.521
|
| HMC_vs_DEMetro_Z |
2
|
-7.278
|
4.04e-06
|
-1.879
|
| HMC_vs_DEMetro_Z |
3
|
-7.518
|
2.8e-06
|
-1.941
|
| HMC_vs_DEMetro_Z |
4
|
-6.754
|
9.27e-06
|
-1.744
|
| HMC_vs_DEMetro_Z |
5
|
-2.918
|
0.0112
|
-0.753
|
| Metro_vs_SMC |
0
|
-94.525
|
4.81e-21
|
-24.406
|
| Metro_vs_SMC |
1
|
-84.338
|
2.37e-20
|
-21.776
|
| Metro_vs_SMC |
2
|
-179.435
|
6.14e-25
|
-46.330
|
| Metro_vs_SMC |
3
|
-132.588
|
4.23e-23
|
-34.234
|
| Metro_vs_SMC |
4
|
-56.808
|
5.89e-18
|
-14.668
|
| Metro_vs_SMC |
5
|
-52.364
|
1.83e-17
|
-13.520
|
| DEMetro_Z_vs_SMC |
0
|
-57.319
|
5.2e-18
|
-14.800
|
| DEMetro_Z_vs_SMC |
1
|
-19.758
|
1.27e-11
|
-5.102
|
| DEMetro_Z_vs_SMC |
2
|
-59.120
|
3.38e-18
|
-15.265
|
| DEMetro_Z_vs_SMC |
3
|
-70.449
|
2.92e-19
|
-18.190
|
| DEMetro_Z_vs_SMC |
4
|
-50.453
|
3.08e-17
|
-13.027
|
| DEMetro_Z_vs_SMC |
5
|
-0.488
|
0.633
|
-0.126
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
19.696 |
13.186 |
12.273 |
0.530 |
| HMC |
2.5 |
10.687 |
1.243 |
0.809 |
11.671 |
| HMC |
3.0 |
1.014 |
0.540 |
0.272 |
1.738 |
| HMC |
4.0 |
0.204 |
0.193 |
0.080 |
0.139 |
| HMC |
10.0 |
0.126 |
0.060 |
0.014 |
4.701 |
| HMC |
50.0 |
0.952 |
0.040 |
0.014 |
64.116 |
| SMC |
2.1 |
1206.086 |
13.186 |
12.273 |
97.195 |
| SMC |
2.5 |
2476.088 |
1.243 |
0.809 |
3058.491 |
| SMC |
3.0 |
421.171 |
0.540 |
0.272 |
1544.614 |
| SMC |
4.0 |
213.417 |
0.193 |
0.080 |
2660.405 |
| SMC |
10.0 |
79.458 |
0.060 |
0.014 |
5634.330 |
| SMC |
50.0 |
4.894 |
0.040 |
0.014 |
341.220 |
| Metro |
2.1 |
14.267 |
13.186 |
12.273 |
0.088 |
| Metro |
2.5 |
30.896 |
1.243 |
0.809 |
36.645 |
| Metro |
3.0 |
1.024 |
0.540 |
0.272 |
1.776 |
| Metro |
4.0 |
0.540 |
0.193 |
0.080 |
4.332 |
| Metro |
10.0 |
0.131 |
0.060 |
0.014 |
5.073 |
| Metro |
50.0 |
0.122 |
0.040 |
0.014 |
5.797 |
| DEMetro_Z |
2.1 |
135.109 |
13.186 |
12.273 |
9.934 |
| DEMetro_Z |
2.5 |
595.848 |
1.243 |
0.809 |
734.831 |
| DEMetro_Z |
3.0 |
42.387 |
0.540 |
0.272 |
153.667 |
| DEMetro_Z |
4.0 |
15.517 |
0.193 |
0.080 |
191.202 |
| DEMetro_Z |
10.0 |
4.342 |
0.060 |
0.014 |
303.921 |
| DEMetro_Z |
50.0 |
4.382 |
0.040 |
0.014 |
305.226 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
1.565 |
0.14 |
19.428 |
| HMC |
2.5 |
2.399 |
0.0309 |
36.424 |
| HMC |
3.0 |
5.799 |
3.9e-05 |
10.281 |
| HMC |
4.0 |
4.476 |
0.000494 |
10.749 |
| HMC |
10.0 |
5.571 |
6.69e-05 |
22.229 |
| HMC |
50.0 |
4.356 |
0.000658 |
104.282 |
| SMC |
2.1 |
378.939 |
8.05e-30 |
1199.821 |
| SMC |
2.5 |
308.542 |
3.05e-28 |
6079.522 |
| SMC |
3.0 |
322.762 |
1.26e-28 |
1685.795 |
| SMC |
4.0 |
220.494 |
3.35e-26 |
3678.199 |
| SMC |
10.0 |
91.975 |
6.98e-21 |
2140.719 |
| SMC |
50.0 |
65.035 |
8.14e-19 |
455.054 |
| Metro |
2.1 |
6.052 |
2.62e-05 |
12.816 |
| Metro |
2.5 |
1.642 |
0.123 |
184.147 |
| Metro |
3.0 |
7.075 |
4.4e-06 |
12.633 |
| Metro |
4.0 |
6.466 |
1.43e-05 |
26.228 |
| Metro |
10.0 |
10.956 |
6.2e-09 |
10.207 |
| Metro |
50.0 |
3.685 |
0.00243 |
20.066 |
| DEMetro_Z |
2.1 |
11.620 |
1.41e-08 |
337.882 |
| DEMetro_Z |
2.5 |
11.987 |
9.48e-09 |
2645.330 |
| DEMetro_Z |
3.0 |
13.780 |
1.55e-09 |
445.022 |
| DEMetro_Z |
4.0 |
14.507 |
7.91e-10 |
791.321 |
| DEMetro_Z |
10.0 |
13.787 |
1.54e-09 |
382.839 |
| DEMetro_Z |
50.0 |
10.753 |
3.77e-08 |
388.989 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-11.291
|
2.04e-08
|
-2.915
|
| Metro_vs_DEMetro_Z |
1
|
-10.652
|
4.25e-08
|
-2.750
|
| Metro_vs_DEMetro_Z |
2
|
-13.261
|
2.57e-09
|
-3.424
|
| Metro_vs_DEMetro_Z |
3
|
-13.732
|
1.63e-09
|
-3.546
|
| Metro_vs_DEMetro_Z |
4
|
-13.309
|
2.45e-09
|
-3.436
|
| Metro_vs_DEMetro_Z |
5
|
-11.357
|
1.89e-08
|
-2.932
|
| DEMetro_Z_vs_SMC |
0
|
-30.913
|
2.76e-14
|
-7.982
|
| DEMetro_Z_vs_SMC |
1
|
-15.694
|
2.79e-10
|
-4.052
|
| DEMetro_Z_vs_SMC |
2
|
-37.025
|
2.27e-15
|
-9.560
|
| DEMetro_Z_vs_SMC |
3
|
-48.850
|
4.82e-17
|
-12.613
|
| DEMetro_Z_vs_SMC |
4
|
-56.796
|
5.91e-18
|
-14.665
|
| DEMetro_Z_vs_SMC |
5
|
-1.787
|
0.0956
|
-0.461
|
| HMC_vs_DEMetro_Z |
0
|
-10.448
|
5.42e-08
|
-2.698
|
| HMC_vs_DEMetro_Z |
1
|
-11.863
|
1.08e-08
|
-3.063
|
| HMC_vs_DEMetro_Z |
2
|
-13.314
|
2.44e-09
|
-3.438
|
| HMC_vs_DEMetro_Z |
3
|
-14.264
|
9.88e-10
|
-3.683
|
| HMC_vs_DEMetro_Z |
4
|
-13.090
|
3.04e-09
|
-3.380
|
| HMC_vs_DEMetro_Z |
5
|
-5.984
|
3.34e-05
|
-1.545
|
| HMC_vs_Metro |
0
|
0.507
|
0.62
|
0.131
|
| HMC_vs_Metro |
1
|
-1.290
|
0.218
|
-0.333
|
| HMC_vs_Metro |
2
|
-1.068
|
0.303
|
-0.276
|
| HMC_vs_Metro |
3
|
-3.044
|
0.00875
|
-0.786
|
| HMC_vs_Metro |
4
|
2.864
|
0.0125
|
0.739
|
| HMC_vs_Metro |
5
|
3.171
|
0.0068
|
0.819
|
| HMC_vs_SMC |
0
|
-82.523
|
3.21e-20
|
-21.307
|
| HMC_vs_SMC |
1
|
-302.382
|
4.13e-28
|
-78.075
|
| HMC_vs_SMC |
2
|
-311.789
|
2.69e-28
|
-80.503
|
| HMC_vs_SMC |
3
|
-218.979
|
3.78e-26
|
-56.540
|
| HMC_vs_SMC |
4
|
-89.381
|
1.05e-20
|
-23.078
|
| HMC_vs_SMC |
5
|
-13.218
|
2.68e-09
|
-3.413
|
| Metro_vs_SMC |
0
|
-330.918
|
1.17e-28
|
-85.443
|
| Metro_vs_SMC |
1
|
-49.278
|
4.27e-17
|
-12.724
|
| Metro_vs_SMC |
2
|
-358.008
|
3.88e-29
|
-92.437
|
| Metro_vs_SMC |
3
|
-223.521
|
2.84e-26
|
-57.713
|
| Metro_vs_SMC |
4
|
-92.246
|
6.76e-21
|
-23.818
|
| Metro_vs_SMC |
5
|
-61.698
|
1.86e-18
|
-15.930
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.554 |
0.131 |
0.022 |
19.428 |
| HMC |
2.5 |
0.308 |
0.084 |
0.006 |
36.424 |
| HMC |
3.0 |
0.159 |
0.067 |
0.009 |
10.281 |
| HMC |
4.0 |
0.083 |
0.052 |
0.003 |
10.749 |
| HMC |
10.0 |
0.101 |
0.038 |
0.003 |
22.229 |
| HMC |
50.0 |
0.264 |
0.033 |
0.002 |
104.282 |
| SMC |
2.1 |
26.249 |
0.131 |
0.022 |
1199.821 |
| SMC |
2.5 |
37.560 |
0.084 |
0.006 |
6079.522 |
| SMC |
3.0 |
15.110 |
0.067 |
0.009 |
1685.795 |
| SMC |
4.0 |
10.516 |
0.052 |
0.003 |
3678.199 |
| SMC |
10.0 |
6.135 |
0.038 |
0.003 |
2140.719 |
| SMC |
50.0 |
1.038 |
0.033 |
0.002 |
455.054 |
| Metro |
2.1 |
0.410 |
0.131 |
0.022 |
12.816 |
| Metro |
2.5 |
1.219 |
0.084 |
0.006 |
184.147 |
| Metro |
3.0 |
0.180 |
0.067 |
0.009 |
12.633 |
| Metro |
4.0 |
0.127 |
0.052 |
0.003 |
26.228 |
| Metro |
10.0 |
0.067 |
0.038 |
0.003 |
10.207 |
| Metro |
50.0 |
0.078 |
0.033 |
0.002 |
20.066 |
| DEMetro_Z |
2.1 |
7.486 |
0.131 |
0.022 |
337.882 |
| DEMetro_Z |
2.5 |
16.391 |
0.084 |
0.006 |
2645.330 |
| DEMetro_Z |
3.0 |
4.038 |
0.067 |
0.009 |
445.022 |
| DEMetro_Z |
4.0 |
2.303 |
0.052 |
0.003 |
791.321 |
| DEMetro_Z |
10.0 |
1.128 |
0.038 |
0.003 |
382.839 |
| DEMetro_Z |
50.0 |
0.892 |
0.033 |
0.002 |
388.989 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
2.212 |
0.0441 |
27.521 |
| HMC |
2.5 |
3.498 |
0.00352 |
17.490 |
| HMC |
3.0 |
6.272 |
1.79e-05 |
13.322 |
| HMC |
4.0 |
4.389 |
0.000577 |
9.252 |
| HMC |
10.0 |
5.377 |
9.35e-05 |
17.582 |
| HMC |
50.0 |
4.310 |
0.000719 |
91.228 |
| SMC |
2.1 |
154.246 |
1.89e-25 |
212.407 |
| SMC |
2.5 |
174.176 |
9.36e-27 |
207.771 |
| SMC |
3.0 |
134.901 |
4.5e-25 |
159.954 |
| SMC |
4.0 |
198.311 |
9.12e-28 |
228.966 |
| SMC |
10.0 |
218.608 |
3.44e-30 |
192.053 |
| SMC |
50.0 |
92.361 |
1.18e-21 |
160.233 |
| Metro |
2.1 |
6.310 |
1.88e-05 |
35.163 |
| Metro |
2.5 |
4.363 |
0.000648 |
56.613 |
| Metro |
3.0 |
6.793 |
7.44e-06 |
14.321 |
| Metro |
4.0 |
9.429 |
1.28e-07 |
15.569 |
| Metro |
10.0 |
9.682 |
1.7e-08 |
7.244 |
| Metro |
50.0 |
3.646 |
0.00263 |
18.169 |
| DEMetro_Z |
2.1 |
36.244 |
2.85e-15 |
254.164 |
| DEMetro_Z |
2.5 |
45.619 |
1.12e-16 |
271.999 |
| DEMetro_Z |
3.0 |
41.611 |
3.75e-16 |
187.121 |
| DEMetro_Z |
4.0 |
30.152 |
3.72e-14 |
249.659 |
| DEMetro_Z |
10.0 |
19.116 |
1.94e-11 |
185.690 |
| DEMetro_Z |
50.0 |
39.604 |
8.14e-16 |
246.980 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
5.477
|
8.16e-05
|
1.414
|
| DEMetro_Z_vs_SMC |
1
|
11.262
|
2.1e-08
|
2.908
|
| DEMetro_Z_vs_SMC |
2
|
6.185
|
2.37e-05
|
1.597
|
| DEMetro_Z_vs_SMC |
3
|
2.509
|
0.025
|
0.648
|
| DEMetro_Z_vs_SMC |
4
|
-0.628
|
0.54
|
-0.162
|
| DEMetro_Z_vs_SMC |
5
|
12.908
|
3.65e-09
|
3.333
|
| HMC_vs_Metro |
0
|
-0.509
|
0.619
|
-0.131
|
| HMC_vs_Metro |
1
|
-2.890
|
0.0119
|
-0.746
|
| HMC_vs_Metro |
2
|
-0.352
|
0.73
|
-0.091
|
| HMC_vs_Metro |
3
|
-2.161
|
0.0485
|
-0.558
|
| HMC_vs_Metro |
4
|
2.929
|
0.011
|
0.756
|
| HMC_vs_Metro |
5
|
3.118
|
0.00755
|
0.805
|
| Metro_vs_DEMetro_Z |
0
|
-24.733
|
5.94e-13
|
-6.386
|
| Metro_vs_DEMetro_Z |
1
|
-16.187
|
1.85e-10
|
-4.180
|
| Metro_vs_DEMetro_Z |
2
|
-34.348
|
6.42e-15
|
-8.869
|
| Metro_vs_DEMetro_Z |
3
|
-29.700
|
4.79e-14
|
-7.668
|
| Metro_vs_DEMetro_Z |
4
|
-18.292
|
3.59e-11
|
-4.723
|
| Metro_vs_DEMetro_Z |
5
|
-31.315
|
2.31e-14
|
-8.086
|
| HMC_vs_SMC |
0
|
-14.466
|
8.21e-10
|
-3.735
|
| HMC_vs_SMC |
1
|
-38.545
|
1.3e-15
|
-9.952
|
| HMC_vs_SMC |
2
|
-66.749
|
6.21e-19
|
-17.235
|
| HMC_vs_SMC |
3
|
-86.179
|
1.75e-20
|
-22.251
|
| HMC_vs_SMC |
4
|
-50.392
|
3.13e-17
|
-13.011
|
| HMC_vs_SMC |
5
|
-3.276
|
0.00552
|
-0.846
|
| Metro_vs_SMC |
0
|
-32.767
|
1.23e-14
|
-8.460
|
| Metro_vs_SMC |
1
|
-12.169
|
7.82e-09
|
-3.142
|
| Metro_vs_SMC |
2
|
-52.610
|
1.72e-17
|
-13.584
|
| Metro_vs_SMC |
3
|
-116.489
|
2.59e-22
|
-30.077
|
| Metro_vs_SMC |
4
|
-199.651
|
1.38e-25
|
-51.550
|
| Metro_vs_SMC |
5
|
-26.927
|
1.85e-13
|
-6.952
|
| HMC_vs_DEMetro_Z |
0
|
-16.705
|
1.22e-10
|
-4.313
|
| HMC_vs_DEMetro_Z |
1
|
-33.743
|
8.21e-15
|
-8.712
|
| HMC_vs_DEMetro_Z |
2
|
-44.649
|
1.69e-16
|
-11.528
|
| HMC_vs_DEMetro_Z |
3
|
-27.190
|
1.62e-13
|
-7.020
|
| HMC_vs_DEMetro_Z |
4
|
-18.746
|
2.58e-11
|
-4.840
|
| HMC_vs_DEMetro_Z |
5
|
-7.303
|
3.89e-06
|
-1.886
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.067 |
0.015 |
0.002 |
27.521 |
| HMC |
2.5 |
0.048 |
0.014 |
0.002 |
17.490 |
| HMC |
3.0 |
0.048 |
0.014 |
0.002 |
13.322 |
| HMC |
4.0 |
0.030 |
0.014 |
0.002 |
9.252 |
| HMC |
10.0 |
0.048 |
0.013 |
0.002 |
17.582 |
| HMC |
50.0 |
0.147 |
0.013 |
0.001 |
91.228 |
| SMC |
2.1 |
0.415 |
0.015 |
0.002 |
212.407 |
| SMC |
2.5 |
0.417 |
0.014 |
0.002 |
207.771 |
| SMC |
3.0 |
0.412 |
0.014 |
0.002 |
159.954 |
| SMC |
4.0 |
0.408 |
0.014 |
0.002 |
228.966 |
| SMC |
10.0 |
0.396 |
0.013 |
0.002 |
192.053 |
| SMC |
50.0 |
0.248 |
0.013 |
0.001 |
160.233 |
| Metro |
2.1 |
0.082 |
0.015 |
0.002 |
35.163 |
| Metro |
2.5 |
0.124 |
0.014 |
0.002 |
56.613 |
| Metro |
3.0 |
0.050 |
0.014 |
0.002 |
14.321 |
| Metro |
4.0 |
0.041 |
0.014 |
0.002 |
15.569 |
| Metro |
10.0 |
0.028 |
0.013 |
0.002 |
7.244 |
| Metro |
50.0 |
0.040 |
0.013 |
0.001 |
18.169 |
| DEMetro_Z |
2.1 |
0.494 |
0.015 |
0.002 |
254.164 |
| DEMetro_Z |
2.5 |
0.541 |
0.014 |
0.002 |
271.999 |
| DEMetro_Z |
3.0 |
0.480 |
0.014 |
0.002 |
187.121 |
| DEMetro_Z |
4.0 |
0.444 |
0.014 |
0.002 |
249.659 |
| DEMetro_Z |
10.0 |
0.384 |
0.013 |
0.002 |
185.690 |
| DEMetro_Z |
50.0 |
0.375 |
0.013 |
0.001 |
246.980 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain
Vary_Tails_with_Corr_and_MM
(Mixture,
nu,
15 runs)
Pooled Chains results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
2.294 |
0.0327 |
1.367 |
| HMC |
2.5 |
4.758 |
0.000197 |
4.264 |
| HMC |
3.0 |
4.937 |
0.000133 |
4.315 |
| HMC |
4.0 |
5.938 |
2.04e-05 |
5.812 |
| HMC |
10.0 |
4.802 |
0.000265 |
12.006 |
| HMC |
50.0 |
5.036 |
0.000173 |
14.471 |
| SMC |
2.1 |
1.973 |
0.0593 |
0.855 |
| SMC |
2.5 |
2.502 |
0.0202 |
1.301 |
| SMC |
3.0 |
1.586 |
0.127 |
0.799 |
| SMC |
4.0 |
2.125 |
0.0426 |
0.797 |
| SMC |
10.0 |
2.003 |
0.0582 |
1.125 |
| SMC |
50.0 |
-0.912 |
0.37 |
-0.302 |
| Metro |
2.1 |
2.954 |
0.00901 |
2.557 |
| Metro |
2.5 |
4.153 |
0.000931 |
9.858 |
| Metro |
3.0 |
1.319 |
0.208 |
11.944 |
| Metro |
4.0 |
3.913 |
0.00145 |
6.997 |
| Metro |
10.0 |
5.427 |
7.95e-05 |
10.979 |
| Metro |
50.0 |
5.190 |
8.04e-05 |
4.629 |
| DEMetro_Z |
2.1 |
3.706 |
0.00162 |
2.680 |
| DEMetro_Z |
2.5 |
4.158 |
0.000702 |
3.777 |
| DEMetro_Z |
3.0 |
4.093 |
0.000932 |
5.153 |
| DEMetro_Z |
4.0 |
5.624 |
4.51e-05 |
6.913 |
| DEMetro_Z |
10.0 |
6.955 |
5.25e-06 |
11.905 |
| DEMetro_Z |
50.0 |
3.569 |
0.00283 |
5.297 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-1.708
|
0.11
|
-0.441
|
| HMC_vs_DEMetro_Z |
1
|
0.473
|
0.643
|
0.122
|
| HMC_vs_DEMetro_Z |
2
|
-0.465
|
0.649
|
-0.120
|
| HMC_vs_DEMetro_Z |
3
|
-0.895
|
0.386
|
-0.231
|
| HMC_vs_DEMetro_Z |
4
|
0.044
|
0.966
|
0.011
|
| HMC_vs_DEMetro_Z |
5
|
3.028
|
0.00903
|
0.782
|
| Metro_vs_SMC |
0
|
1.920
|
0.0755
|
0.496
|
| Metro_vs_SMC |
1
|
3.565
|
0.00311
|
0.920
|
| Metro_vs_SMC |
2
|
1.222
|
0.242
|
0.315
|
| Metro_vs_SMC |
3
|
3.468
|
0.00377
|
0.895
|
| Metro_vs_SMC |
4
|
4.817
|
0.000274
|
1.244
|
| Metro_vs_SMC |
5
|
6.267
|
2.07e-05
|
1.618
|
| Metro_vs_DEMetro_Z |
0
|
-0.119
|
0.907
|
-0.031
|
| Metro_vs_DEMetro_Z |
1
|
2.287
|
0.0383
|
0.591
|
| Metro_vs_DEMetro_Z |
2
|
0.767
|
0.456
|
0.198
|
| Metro_vs_DEMetro_Z |
3
|
0.042
|
0.967
|
0.011
|
| Metro_vs_DEMetro_Z |
4
|
-0.394
|
0.7
|
-0.102
|
| Metro_vs_DEMetro_Z |
5
|
-0.400
|
0.695
|
-0.103
|
| HMC_vs_Metro |
0
|
-1.058
|
0.308
|
-0.273
|
| HMC_vs_Metro |
1
|
-2.181
|
0.0467
|
-0.563
|
| HMC_vs_Metro |
2
|
-0.826
|
0.423
|
-0.213
|
| HMC_vs_Metro |
3
|
-0.547
|
0.593
|
-0.141
|
| HMC_vs_Metro |
4
|
0.306
|
0.764
|
0.079
|
| HMC_vs_Metro |
5
|
3.044
|
0.00876
|
0.786
|
| HMC_vs_SMC |
0
|
0.836
|
0.417
|
0.216
|
| HMC_vs_SMC |
1
|
3.423
|
0.00412
|
0.884
|
| HMC_vs_SMC |
2
|
3.489
|
0.00361
|
0.901
|
| HMC_vs_SMC |
3
|
5.534
|
7.36e-05
|
1.429
|
| HMC_vs_SMC |
4
|
4.476
|
0.000523
|
1.156
|
| HMC_vs_SMC |
5
|
5.197
|
0.000135
|
1.342
|
| DEMetro_Z_vs_SMC |
0
|
3.135
|
0.00731
|
0.809
|
| DEMetro_Z_vs_SMC |
1
|
2.722
|
0.0165
|
0.703
|
| DEMetro_Z_vs_SMC |
2
|
3.081
|
0.00814
|
0.795
|
| DEMetro_Z_vs_SMC |
3
|
4.769
|
0.000299
|
1.231
|
| DEMetro_Z_vs_SMC |
4
|
7.039
|
5.87e-06
|
1.818
|
| DEMetro_Z_vs_SMC |
5
|
3.652
|
0.00262
|
0.943
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.125 |
0.059 |
0.048 |
1.367 |
| HMC |
2.5 |
0.133 |
0.035 |
0.023 |
4.264 |
| HMC |
3.0 |
0.108 |
0.028 |
0.019 |
4.315 |
| HMC |
4.0 |
0.108 |
0.024 |
0.015 |
5.812 |
| HMC |
10.0 |
0.112 |
0.017 |
0.008 |
12.006 |
| HMC |
50.0 |
0.284 |
0.032 |
0.017 |
14.471 |
| SMC |
2.1 |
0.100 |
0.059 |
0.048 |
0.855 |
| SMC |
2.5 |
0.065 |
0.035 |
0.023 |
1.301 |
| SMC |
3.0 |
0.043 |
0.028 |
0.019 |
0.799 |
| SMC |
4.0 |
0.035 |
0.024 |
0.015 |
0.797 |
| SMC |
10.0 |
0.026 |
0.017 |
0.008 |
1.125 |
| SMC |
50.0 |
0.026 |
0.032 |
0.017 |
-0.302 |
| Metro |
2.1 |
0.182 |
0.059 |
0.048 |
2.557 |
| Metro |
2.5 |
0.261 |
0.035 |
0.023 |
9.858 |
| Metro |
3.0 |
0.251 |
0.028 |
0.019 |
11.944 |
| Metro |
4.0 |
0.126 |
0.024 |
0.015 |
6.997 |
| Metro |
10.0 |
0.104 |
0.017 |
0.008 |
10.979 |
| Metro |
50.0 |
0.112 |
0.032 |
0.017 |
4.629 |
| DEMetro_Z |
2.1 |
0.188 |
0.059 |
0.048 |
2.680 |
| DEMetro_Z |
2.5 |
0.121 |
0.035 |
0.023 |
3.777 |
| DEMetro_Z |
3.0 |
0.124 |
0.028 |
0.019 |
5.153 |
| DEMetro_Z |
4.0 |
0.124 |
0.024 |
0.015 |
6.913 |
| DEMetro_Z |
10.0 |
0.111 |
0.017 |
0.008 |
11.905 |
| DEMetro_Z |
50.0 |
0.124 |
0.032 |
0.017 |
5.297 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
-0.965 |
0.349 |
-0.258 |
| HMC |
2.5 |
1.138 |
0.27 |
0.808 |
| HMC |
3.0 |
2.089 |
0.0487 |
1.135 |
| HMC |
4.0 |
2.238 |
0.0359 |
1.220 |
| HMC |
10.0 |
2.140 |
0.0432 |
1.064 |
| HMC |
50.0 |
3.169 |
0.0065 |
5.319 |
| SMC |
2.1 |
-0.872 |
0.397 |
-0.227 |
| SMC |
2.5 |
1.609 |
0.125 |
1.197 |
| SMC |
3.0 |
0.563 |
0.578 |
0.210 |
| SMC |
4.0 |
-1.222 |
0.233 |
-0.381 |
| SMC |
10.0 |
0.320 |
0.751 |
0.109 |
| SMC |
50.0 |
0.425 |
0.674 |
0.148 |
| Metro |
2.1 |
-1.155 |
0.267 |
-0.299 |
| Metro |
2.5 |
1.985 |
0.0646 |
2.028 |
| Metro |
3.0 |
1.123 |
0.28 |
25.260 |
| Metro |
4.0 |
2.969 |
0.00835 |
2.244 |
| Metro |
10.0 |
3.554 |
0.00219 |
2.442 |
| Metro |
50.0 |
4.660 |
0.000254 |
4.454 |
| DEMetro_Z |
2.1 |
-0.785 |
0.444 |
-0.213 |
| DEMetro_Z |
2.5 |
1.343 |
0.198 |
1.270 |
| DEMetro_Z |
3.0 |
4.585 |
0.000194 |
2.911 |
| DEMetro_Z |
4.0 |
2.604 |
0.0162 |
1.373 |
| DEMetro_Z |
10.0 |
3.744 |
0.00159 |
3.005 |
| DEMetro_Z |
50.0 |
3.987 |
0.00081 |
2.680 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-0.438
|
0.668
|
-0.113
|
| HMC_vs_SMC |
1
|
-0.898
|
0.384
|
-0.232
|
| HMC_vs_SMC |
2
|
1.886
|
0.0802
|
0.487
|
| HMC_vs_SMC |
3
|
3.465
|
0.00379
|
0.895
|
| HMC_vs_SMC |
4
|
2.470
|
0.027
|
0.638
|
| HMC_vs_SMC |
5
|
3.005
|
0.00945
|
0.776
|
| Metro_vs_DEMetro_Z |
0
|
-1.046
|
0.313
|
-0.270
|
| Metro_vs_DEMetro_Z |
1
|
1.474
|
0.162
|
0.381
|
| Metro_vs_DEMetro_Z |
2
|
0.987
|
0.341
|
0.255
|
| Metro_vs_DEMetro_Z |
3
|
0.988
|
0.34
|
0.255
|
| Metro_vs_DEMetro_Z |
4
|
-0.562
|
0.583
|
-0.145
|
| Metro_vs_DEMetro_Z |
5
|
1.444
|
0.171
|
0.373
|
| HMC_vs_Metro |
0
|
0.589
|
0.565
|
0.152
|
| HMC_vs_Metro |
1
|
-2.016
|
0.0634
|
-0.521
|
| HMC_vs_Metro |
2
|
-1.070
|
0.303
|
-0.276
|
| HMC_vs_Metro |
3
|
-1.107
|
0.287
|
-0.286
|
| HMC_vs_Metro |
4
|
-1.651
|
0.121
|
-0.426
|
| HMC_vs_Metro |
5
|
0.490
|
0.632
|
0.126
|
| HMC_vs_DEMetro_Z |
0
|
-0.414
|
0.685
|
-0.107
|
| HMC_vs_DEMetro_Z |
1
|
-1.065
|
0.305
|
-0.275
|
| HMC_vs_DEMetro_Z |
2
|
-2.747
|
0.0157
|
-0.709
|
| HMC_vs_DEMetro_Z |
3
|
-0.240
|
0.814
|
-0.062
|
| HMC_vs_DEMetro_Z |
4
|
-2.273
|
0.0393
|
-0.587
|
| HMC_vs_DEMetro_Z |
5
|
1.413
|
0.179
|
0.365
|
| Metro_vs_SMC |
0
|
-1.974
|
0.0684
|
-0.510
|
| Metro_vs_SMC |
1
|
1.344
|
0.2
|
0.347
|
| Metro_vs_SMC |
2
|
1.110
|
0.286
|
0.287
|
| Metro_vs_SMC |
3
|
3.536
|
0.00329
|
0.913
|
| Metro_vs_SMC |
4
|
3.113
|
0.00763
|
0.804
|
| Metro_vs_SMC |
5
|
4.647
|
0.000377
|
1.200
|
| DEMetro_Z_vs_SMC |
0
|
0.174
|
0.864
|
0.045
|
| DEMetro_Z_vs_SMC |
1
|
0.160
|
0.875
|
0.041
|
| DEMetro_Z_vs_SMC |
2
|
5.089
|
0.000165
|
1.314
|
| DEMetro_Z_vs_SMC |
3
|
3.422
|
0.00413
|
0.884
|
| DEMetro_Z_vs_SMC |
4
|
3.615
|
0.00281
|
0.933
|
| DEMetro_Z_vs_SMC |
5
|
4.052
|
0.00119
|
1.046
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
6.352 |
17.910 |
44.869 |
-0.258 |
| HMC |
2.5 |
1.920 |
1.151 |
0.952 |
0.808 |
| HMC |
3.0 |
0.508 |
0.268 |
0.211 |
1.135 |
| HMC |
4.0 |
0.281 |
0.163 |
0.097 |
1.220 |
| HMC |
10.0 |
0.089 |
0.049 |
0.038 |
1.064 |
| HMC |
50.0 |
0.184 |
0.042 |
0.027 |
5.319 |
| SMC |
2.1 |
7.743 |
17.910 |
44.869 |
-0.227 |
| SMC |
2.5 |
2.291 |
1.151 |
0.952 |
1.197 |
| SMC |
3.0 |
0.312 |
0.268 |
0.211 |
0.210 |
| SMC |
4.0 |
0.126 |
0.163 |
0.097 |
-0.381 |
| SMC |
10.0 |
0.053 |
0.049 |
0.038 |
0.109 |
| SMC |
50.0 |
0.046 |
0.042 |
0.027 |
0.148 |
| Metro |
2.1 |
4.490 |
17.910 |
44.869 |
-0.299 |
| Metro |
2.5 |
3.081 |
1.151 |
0.952 |
2.028 |
| Metro |
3.0 |
5.606 |
0.268 |
0.211 |
25.260 |
| Metro |
4.0 |
0.380 |
0.163 |
0.097 |
2.244 |
| Metro |
10.0 |
0.140 |
0.049 |
0.038 |
2.442 |
| Metro |
50.0 |
0.161 |
0.042 |
0.027 |
4.454 |
| DEMetro_Z |
2.1 |
8.368 |
17.910 |
44.869 |
-0.213 |
| DEMetro_Z |
2.5 |
2.359 |
1.151 |
0.952 |
1.270 |
| DEMetro_Z |
3.0 |
0.883 |
0.268 |
0.211 |
2.911 |
| DEMetro_Z |
4.0 |
0.295 |
0.163 |
0.097 |
1.373 |
| DEMetro_Z |
10.0 |
0.161 |
0.049 |
0.038 |
3.005 |
| DEMetro_Z |
50.0 |
0.114 |
0.042 |
0.027 |
2.680 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
3.802 |
0.00103 |
2.109 |
| HMC |
2.5 |
5.561 |
4.97e-05 |
6.613 |
| HMC |
3.0 |
7.116 |
2.34e-06 |
6.888 |
| HMC |
4.0 |
6.783 |
5.55e-06 |
8.277 |
| HMC |
10.0 |
4.920 |
0.00022 |
18.683 |
| HMC |
50.0 |
5.022 |
0.000183 |
21.456 |
| SMC |
2.1 |
7.005 |
2.97e-06 |
6.992 |
| SMC |
2.5 |
5.534 |
4.96e-05 |
6.119 |
| SMC |
3.0 |
2.762 |
0.0123 |
1.766 |
| SMC |
4.0 |
2.001 |
0.0554 |
0.795 |
| SMC |
10.0 |
1.343 |
0.195 |
0.867 |
| SMC |
50.0 |
-0.853 |
0.401 |
-0.285 |
| Metro |
2.1 |
7.033 |
3.11e-07 |
3.401 |
| Metro |
2.5 |
5.528 |
7.04e-05 |
16.428 |
| Metro |
3.0 |
1.675 |
0.116 |
23.594 |
| Metro |
4.0 |
4.717 |
0.000314 |
12.337 |
| Metro |
10.0 |
6.517 |
1.26e-05 |
18.898 |
| Metro |
50.0 |
6.838 |
4.89e-06 |
8.087 |
| DEMetro_Z |
2.1 |
3.817 |
0.00168 |
5.306 |
| DEMetro_Z |
2.5 |
9.776 |
3.03e-08 |
8.980 |
| DEMetro_Z |
3.0 |
6.743 |
6.63e-06 |
9.423 |
| DEMetro_Z |
4.0 |
6.209 |
1.94e-05 |
11.876 |
| DEMetro_Z |
10.0 |
9.893 |
8.06e-08 |
20.348 |
| DEMetro_Z |
50.0 |
4.116 |
0.000981 |
8.229 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
-1.412
|
0.18
|
-0.364
|
| Metro_vs_DEMetro_Z |
1
|
2.278
|
0.039
|
0.588
|
| Metro_vs_DEMetro_Z |
2
|
1.025
|
0.323
|
0.265
|
| Metro_vs_DEMetro_Z |
3
|
0.138
|
0.892
|
0.036
|
| Metro_vs_DEMetro_Z |
4
|
-0.430
|
0.674
|
-0.111
|
| Metro_vs_DEMetro_Z |
5
|
-0.062
|
0.951
|
-0.016
|
| DEMetro_Z_vs_SMC |
0
|
-1.138
|
0.274
|
-0.294
|
| DEMetro_Z_vs_SMC |
1
|
2.058
|
0.0587
|
0.531
|
| DEMetro_Z_vs_SMC |
2
|
4.981
|
0.000202
|
1.286
|
| DEMetro_Z_vs_SMC |
3
|
5.767
|
4.87e-05
|
1.489
|
| DEMetro_Z_vs_SMC |
4
|
9.885
|
1.08e-07
|
2.552
|
| DEMetro_Z_vs_SMC |
5
|
4.200
|
0.000891
|
1.084
|
| HMC_vs_DEMetro_Z |
0
|
-2.165
|
0.0482
|
-0.559
|
| HMC_vs_DEMetro_Z |
1
|
-1.862
|
0.0837
|
-0.481
|
| HMC_vs_DEMetro_Z |
2
|
-1.233
|
0.238
|
-0.318
|
| HMC_vs_DEMetro_Z |
3
|
-1.958
|
0.0705
|
-0.505
|
| HMC_vs_DEMetro_Z |
4
|
-0.429
|
0.674
|
-0.111
|
| HMC_vs_DEMetro_Z |
5
|
2.987
|
0.00981
|
0.771
|
| HMC_vs_Metro |
0
|
-1.798
|
0.0938
|
-0.464
|
| HMC_vs_Metro |
1
|
-3.012
|
0.00933
|
-0.778
|
| HMC_vs_Metro |
2
|
-1.153
|
0.268
|
-0.298
|
| HMC_vs_Metro |
3
|
-1.216
|
0.244
|
-0.314
|
| HMC_vs_Metro |
4
|
-0.042
|
0.967
|
-0.011
|
| HMC_vs_Metro |
5
|
2.786
|
0.0146
|
0.719
|
| HMC_vs_SMC |
0
|
-4.557
|
0.000447
|
-1.177
|
| HMC_vs_SMC |
1
|
0.373
|
0.715
|
0.096
|
| HMC_vs_SMC |
2
|
4.346
|
0.000672
|
1.122
|
| HMC_vs_SMC |
3
|
6.484
|
1.44e-05
|
1.674
|
| HMC_vs_SMC |
4
|
4.831
|
0.000267
|
1.247
|
| HMC_vs_SMC |
5
|
5.117
|
0.000157
|
1.321
|
| Metro_vs_SMC |
0
|
-3.873
|
0.00169
|
-1.000
|
| Metro_vs_SMC |
1
|
3.408
|
0.00424
|
0.880
|
| Metro_vs_SMC |
2
|
1.536
|
0.147
|
0.397
|
| Metro_vs_SMC |
3
|
4.301
|
0.000732
|
1.110
|
| Metro_vs_SMC |
4
|
6.108
|
2.7e-05
|
1.577
|
| Metro_vs_SMC |
5
|
7.853
|
1.7e-06
|
2.028
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.229 |
0.122 |
0.051 |
2.109 |
| HMC |
2.5 |
0.171 |
0.076 |
0.014 |
6.613 |
| HMC |
3.0 |
0.138 |
0.063 |
0.011 |
6.888 |
| HMC |
4.0 |
0.122 |
0.047 |
0.009 |
8.277 |
| HMC |
10.0 |
0.116 |
0.033 |
0.004 |
18.683 |
| HMC |
50.0 |
0.272 |
0.038 |
0.011 |
21.456 |
| SMC |
2.1 |
0.476 |
0.122 |
0.051 |
6.992 |
| SMC |
2.5 |
0.164 |
0.076 |
0.014 |
6.119 |
| SMC |
3.0 |
0.082 |
0.063 |
0.011 |
1.766 |
| SMC |
4.0 |
0.054 |
0.047 |
0.009 |
0.795 |
| SMC |
10.0 |
0.036 |
0.033 |
0.004 |
0.867 |
| SMC |
50.0 |
0.035 |
0.038 |
0.011 |
-0.285 |
| Metro |
2.1 |
0.294 |
0.122 |
0.051 |
3.401 |
| Metro |
2.5 |
0.313 |
0.076 |
0.014 |
16.428 |
| Metro |
3.0 |
0.322 |
0.063 |
0.011 |
23.594 |
| Metro |
4.0 |
0.159 |
0.047 |
0.009 |
12.337 |
| Metro |
10.0 |
0.117 |
0.033 |
0.004 |
18.898 |
| Metro |
50.0 |
0.126 |
0.038 |
0.011 |
8.087 |
| DEMetro_Z |
2.1 |
0.391 |
0.122 |
0.051 |
5.306 |
| DEMetro_Z |
2.5 |
0.206 |
0.076 |
0.014 |
8.980 |
| DEMetro_Z |
3.0 |
0.166 |
0.063 |
0.011 |
9.423 |
| DEMetro_Z |
4.0 |
0.155 |
0.047 |
0.009 |
11.876 |
| DEMetro_Z |
10.0 |
0.123 |
0.033 |
0.004 |
20.348 |
| DEMetro_Z |
50.0 |
0.128 |
0.038 |
0.011 |
8.229 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
5.886 |
1.35e-05 |
4.151 |
| HMC |
2.5 |
4.523 |
0.000401 |
6.137 |
| HMC |
3.0 |
5.672 |
3.55e-05 |
5.790 |
| HMC |
4.0 |
5.114 |
0.000128 |
7.183 |
| HMC |
10.0 |
4.794 |
0.000265 |
10.565 |
| HMC |
50.0 |
5.112 |
0.000154 |
20.397 |
| SMC |
2.1 |
10.973 |
9.32e-09 |
11.958 |
| SMC |
2.5 |
6.068 |
1.72e-05 |
6.363 |
| SMC |
3.0 |
3.006 |
0.00714 |
1.891 |
| SMC |
4.0 |
2.219 |
0.0357 |
0.991 |
| SMC |
10.0 |
1.044 |
0.306 |
0.461 |
| SMC |
50.0 |
-0.650 |
0.521 |
-0.235 |
| Metro |
2.1 |
7.486 |
6.67e-07 |
5.539 |
| Metro |
2.5 |
5.493 |
6.75e-05 |
9.534 |
| Metro |
3.0 |
5.402 |
6.78e-05 |
6.499 |
| Metro |
4.0 |
5.906 |
2.9e-05 |
8.269 |
| Metro |
10.0 |
6.007 |
2.31e-05 |
7.820 |
| Metro |
50.0 |
6.412 |
9.35e-06 |
6.872 |
| DEMetro_Z |
2.1 |
8.836 |
7.44e-08 |
6.841 |
| DEMetro_Z |
2.5 |
6.325 |
1.35e-05 |
8.654 |
| DEMetro_Z |
3.0 |
5.173 |
0.000108 |
6.496 |
| DEMetro_Z |
4.0 |
5.051 |
0.000162 |
10.945 |
| DEMetro_Z |
10.0 |
8.212 |
5.15e-07 |
9.673 |
| DEMetro_Z |
50.0 |
3.837 |
0.00172 |
7.959 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
-6.559
|
1.27e-05
|
-1.693
|
| DEMetro_Z_vs_SMC |
1
|
1.516
|
0.152
|
0.391
|
| DEMetro_Z_vs_SMC |
2
|
3.499
|
0.00354
|
0.903
|
| DEMetro_Z_vs_SMC |
3
|
4.497
|
0.000502
|
1.161
|
| DEMetro_Z_vs_SMC |
4
|
8.268
|
9.31e-07
|
2.135
|
| DEMetro_Z_vs_SMC |
5
|
3.960
|
0.00142
|
1.022
|
| HMC_vs_Metro |
0
|
-1.637
|
0.124
|
-0.423
|
| HMC_vs_Metro |
1
|
-1.634
|
0.124
|
-0.422
|
| HMC_vs_Metro |
2
|
-0.404
|
0.692
|
-0.104
|
| HMC_vs_Metro |
3
|
-0.475
|
0.642
|
-0.123
|
| HMC_vs_Metro |
4
|
1.024
|
0.323
|
0.264
|
| HMC_vs_Metro |
5
|
3.148
|
0.00712
|
0.813
|
| Metro_vs_DEMetro_Z |
0
|
-1.418
|
0.178
|
-0.366
|
| Metro_vs_DEMetro_Z |
1
|
0.374
|
0.714
|
0.097
|
| Metro_vs_DEMetro_Z |
2
|
0.003
|
0.998
|
0.001
|
| Metro_vs_DEMetro_Z |
3
|
-0.963
|
0.352
|
-0.249
|
| Metro_vs_DEMetro_Z |
4
|
-1.147
|
0.271
|
-0.296
|
| Metro_vs_DEMetro_Z |
5
|
-0.479
|
0.639
|
-0.124
|
| HMC_vs_SMC |
0
|
-5.784
|
4.73e-05
|
-1.494
|
| HMC_vs_SMC |
1
|
-0.139
|
0.892
|
-0.036
|
| HMC_vs_SMC |
2
|
3.244
|
0.00588
|
0.838
|
| HMC_vs_SMC |
3
|
4.446
|
0.000553
|
1.148
|
| HMC_vs_SMC |
4
|
4.604
|
0.000409
|
1.189
|
| HMC_vs_SMC |
5
|
5.231
|
0.000127
|
1.351
|
| Metro_vs_SMC |
0
|
-5.197
|
0.000135
|
-1.342
|
| Metro_vs_SMC |
1
|
1.637
|
0.124
|
0.423
|
| Metro_vs_SMC |
2
|
3.481
|
0.00367
|
0.899
|
| Metro_vs_SMC |
3
|
5.448
|
8.59e-05
|
1.407
|
| Metro_vs_SMC |
4
|
5.718
|
5.32e-05
|
1.476
|
| Metro_vs_SMC |
5
|
7.439
|
3.16e-06
|
1.921
|
| HMC_vs_DEMetro_Z |
0
|
-2.654
|
0.0189
|
-0.685
|
| HMC_vs_DEMetro_Z |
1
|
-1.495
|
0.157
|
-0.386
|
| HMC_vs_DEMetro_Z |
2
|
-0.386
|
0.705
|
-0.100
|
| HMC_vs_DEMetro_Z |
3
|
-1.719
|
0.108
|
-0.444
|
| HMC_vs_DEMetro_Z |
4
|
0.400
|
0.695
|
0.103
|
| HMC_vs_DEMetro_Z |
5
|
2.903
|
0.0116
|
0.749
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.041 |
0.013 |
0.007 |
4.151 |
| HMC |
2.5 |
0.035 |
0.013 |
0.004 |
6.137 |
| HMC |
3.0 |
0.039 |
0.014 |
0.004 |
5.790 |
| HMC |
4.0 |
0.040 |
0.012 |
0.004 |
7.183 |
| HMC |
10.0 |
0.053 |
0.011 |
0.004 |
10.565 |
| HMC |
50.0 |
0.127 |
0.015 |
0.005 |
20.397 |
| SMC |
2.1 |
0.092 |
0.013 |
0.007 |
11.958 |
| SMC |
2.5 |
0.036 |
0.013 |
0.004 |
6.363 |
| SMC |
3.0 |
0.022 |
0.014 |
0.004 |
1.891 |
| SMC |
4.0 |
0.016 |
0.012 |
0.004 |
0.991 |
| SMC |
10.0 |
0.013 |
0.011 |
0.004 |
0.461 |
| SMC |
50.0 |
0.013 |
0.015 |
0.005 |
-0.235 |
| Metro |
2.1 |
0.050 |
0.013 |
0.007 |
5.539 |
| Metro |
2.5 |
0.048 |
0.013 |
0.004 |
9.534 |
| Metro |
3.0 |
0.043 |
0.014 |
0.004 |
6.499 |
| Metro |
4.0 |
0.044 |
0.012 |
0.004 |
8.269 |
| Metro |
10.0 |
0.042 |
0.011 |
0.004 |
7.820 |
| Metro |
50.0 |
0.052 |
0.015 |
0.005 |
6.872 |
| DEMetro_Z |
2.1 |
0.059 |
0.013 |
0.007 |
6.841 |
| DEMetro_Z |
2.5 |
0.044 |
0.013 |
0.004 |
8.654 |
| DEMetro_Z |
3.0 |
0.042 |
0.014 |
0.004 |
6.496 |
| DEMetro_Z |
4.0 |
0.054 |
0.012 |
0.004 |
10.945 |
| DEMetro_Z |
10.0 |
0.049 |
0.011 |
0.004 |
9.673 |
| DEMetro_Z |
50.0 |
0.058 |
0.015 |
0.005 |
7.959 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
R Hat (scatter)
Mode Transitions
One Chain results
Mean Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
1.502 |
0.144 |
0.516 |
| HMC |
2.5 |
3.705 |
0.00183 |
3.291 |
| HMC |
3.0 |
4.004 |
0.00107 |
4.464 |
| HMC |
4.0 |
3.824 |
0.00156 |
4.284 |
| HMC |
10.0 |
6.304 |
1.75e-05 |
15.215 |
| HMC |
50.0 |
7.764 |
1.77e-06 |
23.555 |
| SMC |
2.1 |
2.820 |
0.00894 |
1.166 |
| SMC |
2.5 |
2.715 |
0.0126 |
1.433 |
| SMC |
3.0 |
0.747 |
0.461 |
0.263 |
| SMC |
4.0 |
2.452 |
0.0219 |
1.176 |
| SMC |
10.0 |
0.892 |
0.383 |
0.501 |
| SMC |
50.0 |
-1.322 |
0.197 |
-0.503 |
| Metro |
2.1 |
2.277 |
0.0385 |
4.793 |
| Metro |
2.5 |
5.101 |
9.45e-05 |
4.454 |
| Metro |
3.0 |
4.972 |
0.000164 |
6.608 |
| Metro |
4.0 |
4.570 |
0.000394 |
8.235 |
| Metro |
10.0 |
4.552 |
0.000425 |
10.436 |
| Metro |
50.0 |
3.613 |
0.00246 |
4.235 |
| DEMetro_Z |
2.1 |
3.538 |
0.00213 |
2.217 |
| DEMetro_Z |
2.5 |
3.039 |
0.00835 |
4.503 |
| DEMetro_Z |
3.0 |
3.066 |
0.00767 |
3.662 |
| DEMetro_Z |
4.0 |
3.127 |
0.00698 |
4.682 |
| DEMetro_Z |
10.0 |
3.854 |
0.00164 |
7.195 |
| DEMetro_Z |
50.0 |
2.732 |
0.0156 |
4.281 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_DEMetro_Z |
0
|
-3.450
|
0.00391
|
-0.891
|
| HMC_vs_DEMetro_Z |
1
|
-0.808
|
0.432
|
-0.209
|
| HMC_vs_DEMetro_Z |
2
|
0.394
|
0.7
|
0.102
|
| HMC_vs_DEMetro_Z |
3
|
-0.265
|
0.795
|
-0.068
|
| HMC_vs_DEMetro_Z |
4
|
2.287
|
0.0383
|
0.591
|
| HMC_vs_DEMetro_Z |
5
|
5.516
|
7.6e-05
|
1.424
|
| Metro_vs_SMC |
0
|
1.697
|
0.112
|
0.438
|
| Metro_vs_SMC |
1
|
3.031
|
0.00898
|
0.783
|
| Metro_vs_SMC |
2
|
4.915
|
0.000228
|
1.269
|
| Metro_vs_SMC |
3
|
3.583
|
0.003
|
0.925
|
| Metro_vs_SMC |
4
|
3.977
|
0.00138
|
1.027
|
| Metro_vs_SMC |
5
|
3.869
|
0.0017
|
0.999
|
| Metro_vs_DEMetro_Z |
0
|
1.171
|
0.261
|
0.302
|
| Metro_vs_DEMetro_Z |
1
|
-0.026
|
0.979
|
-0.007
|
| Metro_vs_DEMetro_Z |
2
|
1.553
|
0.143
|
0.401
|
| Metro_vs_DEMetro_Z |
3
|
1.301
|
0.214
|
0.336
|
| Metro_vs_DEMetro_Z |
4
|
1.451
|
0.169
|
0.375
|
| Metro_vs_DEMetro_Z |
5
|
-0.028
|
0.978
|
-0.007
|
| HMC_vs_Metro |
0
|
-2.035
|
0.0613
|
-0.525
|
| HMC_vs_Metro |
1
|
-0.846
|
0.412
|
-0.218
|
| HMC_vs_Metro |
2
|
-1.348
|
0.199
|
-0.348
|
| HMC_vs_Metro |
3
|
-1.801
|
0.0933
|
-0.465
|
| HMC_vs_Metro |
4
|
1.514
|
0.152
|
0.391
|
| HMC_vs_Metro |
5
|
6.980
|
6.45e-06
|
1.802
|
| HMC_vs_SMC |
0
|
-1.616
|
0.128
|
-0.417
|
| HMC_vs_SMC |
1
|
1.628
|
0.126
|
0.420
|
| HMC_vs_SMC |
2
|
3.925
|
0.00153
|
1.013
|
| HMC_vs_SMC |
3
|
2.545
|
0.0233
|
0.657
|
| HMC_vs_SMC |
4
|
5.807
|
4.55e-05
|
1.499
|
| HMC_vs_SMC |
5
|
7.552
|
2.66e-06
|
1.950
|
| DEMetro_Z_vs_SMC |
0
|
1.541
|
0.145
|
0.398
|
| DEMetro_Z_vs_SMC |
1
|
2.202
|
0.045
|
0.568
|
| DEMetro_Z_vs_SMC |
2
|
2.866
|
0.0125
|
0.740
|
| DEMetro_Z_vs_SMC |
3
|
2.783
|
0.0147
|
0.718
|
| DEMetro_Z_vs_SMC |
4
|
3.785
|
0.00201
|
0.977
|
| DEMetro_Z_vs_SMC |
5
|
3.191
|
0.00654
|
0.824
|
Mean Rmse (scatter)
Glass’s Δ Mean RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.084 |
0.059 |
0.048 |
0.516 |
| HMC |
2.5 |
0.110 |
0.035 |
0.023 |
3.291 |
| HMC |
3.0 |
0.111 |
0.028 |
0.019 |
4.464 |
| HMC |
4.0 |
0.086 |
0.024 |
0.015 |
4.284 |
| HMC |
10.0 |
0.137 |
0.017 |
0.008 |
15.215 |
| HMC |
50.0 |
0.443 |
0.032 |
0.017 |
23.555 |
| SMC |
2.1 |
0.115 |
0.059 |
0.048 |
1.166 |
| SMC |
2.5 |
0.068 |
0.035 |
0.023 |
1.433 |
| SMC |
3.0 |
0.033 |
0.028 |
0.019 |
0.263 |
| SMC |
4.0 |
0.041 |
0.024 |
0.015 |
1.176 |
| SMC |
10.0 |
0.021 |
0.017 |
0.008 |
0.501 |
| SMC |
50.0 |
0.023 |
0.032 |
0.017 |
-0.503 |
| Metro |
2.1 |
0.290 |
0.059 |
0.048 |
4.793 |
| Metro |
2.5 |
0.137 |
0.035 |
0.023 |
4.454 |
| Metro |
3.0 |
0.151 |
0.028 |
0.019 |
6.608 |
| Metro |
4.0 |
0.144 |
0.024 |
0.015 |
8.235 |
| Metro |
10.0 |
0.100 |
0.017 |
0.008 |
10.436 |
| Metro |
50.0 |
0.105 |
0.032 |
0.017 |
4.235 |
| DEMetro_Z |
2.1 |
0.166 |
0.059 |
0.048 |
2.217 |
| DEMetro_Z |
2.5 |
0.138 |
0.035 |
0.023 |
4.503 |
| DEMetro_Z |
3.0 |
0.096 |
0.028 |
0.019 |
3.662 |
| DEMetro_Z |
4.0 |
0.092 |
0.024 |
0.015 |
4.682 |
| DEMetro_Z |
10.0 |
0.074 |
0.017 |
0.008 |
7.195 |
| DEMetro_Z |
50.0 |
0.106 |
0.032 |
0.017 |
4.281 |
Var Rmse
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
-1.244 |
0.234 |
-0.322 |
| HMC |
2.5 |
1.128 |
0.276 |
1.069 |
| HMC |
3.0 |
1.781 |
0.0954 |
2.753 |
| HMC |
4.0 |
1.767 |
0.0938 |
1.233 |
| HMC |
10.0 |
3.532 |
0.00173 |
1.703 |
| HMC |
50.0 |
4.929 |
0.000206 |
11.133 |
| SMC |
2.1 |
-1.173 |
0.26 |
-0.303 |
| SMC |
2.5 |
1.048 |
0.31 |
0.949 |
| SMC |
3.0 |
0.083 |
0.934 |
0.029 |
| SMC |
4.0 |
-1.899 |
0.0701 |
-0.576 |
| SMC |
10.0 |
0.822 |
0.418 |
0.284 |
| SMC |
50.0 |
-0.394 |
0.697 |
-0.141 |
| Metro |
2.1 |
-0.880 |
0.392 |
-0.237 |
| Metro |
2.5 |
1.062 |
0.303 |
0.854 |
| Metro |
3.0 |
3.674 |
0.00213 |
4.087 |
| Metro |
4.0 |
2.725 |
0.0158 |
4.025 |
| Metro |
10.0 |
4.533 |
0.000333 |
4.396 |
| Metro |
50.0 |
4.300 |
0.000589 |
4.924 |
| DEMetro_Z |
2.1 |
-1.162 |
0.264 |
-0.301 |
| DEMetro_Z |
2.5 |
1.728 |
0.103 |
1.566 |
| DEMetro_Z |
3.0 |
3.987 |
0.000953 |
3.291 |
| DEMetro_Z |
4.0 |
3.282 |
0.00474 |
3.411 |
| DEMetro_Z |
10.0 |
4.279 |
0.00036 |
2.543 |
| DEMetro_Z |
50.0 |
3.979 |
0.000955 |
3.209 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| HMC_vs_SMC |
0
|
-0.993
|
0.337
|
-0.256
|
| HMC_vs_SMC |
1
|
0.330
|
0.747
|
0.085
|
| HMC_vs_SMC |
2
|
1.750
|
0.102
|
0.452
|
| HMC_vs_SMC |
3
|
2.526
|
0.0242
|
0.652
|
| HMC_vs_SMC |
4
|
3.562
|
0.00313
|
0.920
|
| HMC_vs_SMC |
5
|
4.876
|
0.000245
|
1.259
|
| Metro_vs_DEMetro_Z |
0
|
1.067
|
0.304
|
0.276
|
| Metro_vs_DEMetro_Z |
1
|
-1.698
|
0.112
|
-0.438
|
| Metro_vs_DEMetro_Z |
2
|
0.588
|
0.566
|
0.152
|
| Metro_vs_DEMetro_Z |
3
|
0.347
|
0.734
|
0.090
|
| Metro_vs_DEMetro_Z |
4
|
1.525
|
0.15
|
0.394
|
| Metro_vs_DEMetro_Z |
5
|
1.341
|
0.201
|
0.346
|
| HMC_vs_Metro |
0
|
-1.302
|
0.214
|
-0.336
|
| HMC_vs_Metro |
1
|
0.517
|
0.613
|
0.133
|
| HMC_vs_Metro |
2
|
-0.700
|
0.495
|
-0.181
|
| HMC_vs_Metro |
3
|
-1.831
|
0.0885
|
-0.473
|
| HMC_vs_Metro |
4
|
-2.523
|
0.0244
|
-0.651
|
| HMC_vs_Metro |
5
|
3.327
|
0.00499
|
0.859
|
| HMC_vs_DEMetro_Z |
0
|
-2.161
|
0.0485
|
-0.558
|
| HMC_vs_DEMetro_Z |
1
|
-0.888
|
0.39
|
-0.229
|
| HMC_vs_DEMetro_Z |
2
|
-0.328
|
0.748
|
-0.085
|
| HMC_vs_DEMetro_Z |
3
|
-3.212
|
0.00626
|
-0.829
|
| HMC_vs_DEMetro_Z |
4
|
-1.993
|
0.0661
|
-0.515
|
| HMC_vs_DEMetro_Z |
5
|
3.466
|
0.00378
|
0.895
|
| Metro_vs_SMC |
0
|
0.862
|
0.403
|
0.223
|
| Metro_vs_SMC |
1
|
-0.232
|
0.82
|
-0.060
|
| Metro_vs_SMC |
2
|
3.779
|
0.00203
|
0.976
|
| Metro_vs_SMC |
3
|
3.152
|
0.00707
|
0.814
|
| Metro_vs_SMC |
4
|
4.876
|
0.000245
|
1.259
|
| Metro_vs_SMC |
5
|
4.043
|
0.00121
|
1.044
|
| DEMetro_Z_vs_SMC |
0
|
0.088
|
0.931
|
0.023
|
| DEMetro_Z_vs_SMC |
1
|
1.111
|
0.285
|
0.287
|
| DEMetro_Z_vs_SMC |
2
|
4.789
|
0.000289
|
1.236
|
| DEMetro_Z_vs_SMC |
3
|
3.855
|
0.00175
|
0.995
|
| DEMetro_Z_vs_SMC |
4
|
3.965
|
0.00141
|
1.024
|
| DEMetro_Z_vs_SMC |
5
|
4.151
|
0.00098
|
1.072
|
Var Rmse (scatter)
Glass’s Δ Variance RMSE
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
3.473 |
17.910 |
44.869 |
-0.322 |
| HMC |
2.5 |
2.169 |
1.151 |
0.952 |
1.069 |
| HMC |
3.0 |
0.850 |
0.268 |
0.211 |
2.753 |
| HMC |
4.0 |
0.282 |
0.163 |
0.097 |
1.233 |
| HMC |
10.0 |
0.113 |
0.049 |
0.038 |
1.703 |
| HMC |
50.0 |
0.340 |
0.042 |
0.027 |
11.133 |
| SMC |
2.1 |
4.303 |
17.910 |
44.869 |
-0.303 |
| SMC |
2.5 |
2.054 |
1.151 |
0.952 |
0.949 |
| SMC |
3.0 |
0.274 |
0.268 |
0.211 |
0.029 |
| SMC |
4.0 |
0.107 |
0.163 |
0.097 |
-0.576 |
| SMC |
10.0 |
0.059 |
0.049 |
0.038 |
0.284 |
| SMC |
50.0 |
0.038 |
0.042 |
0.027 |
-0.141 |
| Metro |
2.1 |
7.266 |
17.910 |
44.869 |
-0.237 |
| Metro |
2.5 |
1.964 |
1.151 |
0.952 |
0.854 |
| Metro |
3.0 |
1.132 |
0.268 |
0.211 |
4.087 |
| Metro |
4.0 |
0.552 |
0.163 |
0.097 |
4.025 |
| Metro |
10.0 |
0.214 |
0.049 |
0.038 |
4.396 |
| Metro |
50.0 |
0.174 |
0.042 |
0.027 |
4.924 |
| DEMetro_Z |
2.1 |
4.402 |
17.910 |
44.869 |
-0.301 |
| DEMetro_Z |
2.5 |
2.641 |
1.151 |
0.952 |
1.566 |
| DEMetro_Z |
3.0 |
0.963 |
0.268 |
0.211 |
3.291 |
| DEMetro_Z |
4.0 |
0.493 |
0.163 |
0.097 |
3.411 |
| DEMetro_Z |
10.0 |
0.144 |
0.049 |
0.038 |
2.543 |
| DEMetro_Z |
50.0 |
0.128 |
0.042 |
0.027 |
3.209 |
Wasserstein Distance
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
1.838 |
0.0768 |
0.655 |
| HMC |
2.5 |
6.023 |
1.87e-05 |
6.308 |
| HMC |
3.0 |
4.510 |
0.000446 |
8.349 |
| HMC |
4.0 |
4.817 |
0.000225 |
6.582 |
| HMC |
10.0 |
6.877 |
7.12e-06 |
22.630 |
| HMC |
50.0 |
7.851 |
1.63e-06 |
34.148 |
| SMC |
2.1 |
8.144 |
5.38e-08 |
4.459 |
| SMC |
2.5 |
3.932 |
0.00123 |
4.241 |
| SMC |
3.0 |
-0.018 |
0.986 |
-0.008 |
| SMC |
4.0 |
2.422 |
0.0237 |
1.210 |
| SMC |
10.0 |
1.445 |
0.164 |
0.863 |
| SMC |
50.0 |
-1.133 |
0.267 |
-0.414 |
| Metro |
2.1 |
2.509 |
0.0247 |
5.803 |
| Metro |
2.5 |
11.419 |
2.53e-09 |
9.816 |
| Metro |
3.0 |
8.878 |
2.34e-07 |
12.336 |
| Metro |
4.0 |
6.973 |
5.4e-06 |
13.663 |
| Metro |
10.0 |
6.418 |
1.5e-05 |
19.608 |
| Metro |
50.0 |
5.460 |
6.74e-05 |
7.965 |
| DEMetro_Z |
2.1 |
5.905 |
4.75e-06 |
2.890 |
| DEMetro_Z |
2.5 |
5.901 |
3.17e-05 |
9.841 |
| DEMetro_Z |
3.0 |
7.007 |
3.58e-06 |
8.105 |
| DEMetro_Z |
4.0 |
5.710 |
4.61e-05 |
10.360 |
| DEMetro_Z |
10.0 |
6.888 |
6.38e-06 |
14.626 |
| DEMetro_Z |
50.0 |
3.807 |
0.00182 |
7.398 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| Metro_vs_DEMetro_Z |
0
|
1.255
|
0.23
|
0.324
|
| Metro_vs_DEMetro_Z |
1
|
-0.015
|
0.988
|
-0.004
|
| Metro_vs_DEMetro_Z |
2
|
2.229
|
0.0427
|
0.576
|
| Metro_vs_DEMetro_Z |
3
|
1.113
|
0.284
|
0.287
|
| Metro_vs_DEMetro_Z |
4
|
1.500
|
0.156
|
0.387
|
| Metro_vs_DEMetro_Z |
5
|
0.239
|
0.815
|
0.062
|
| DEMetro_Z_vs_SMC |
0
|
-2.059
|
0.0586
|
-0.532
|
| DEMetro_Z_vs_SMC |
1
|
3.040
|
0.00883
|
0.785
|
| DEMetro_Z_vs_SMC |
2
|
7.109
|
5.26e-06
|
1.836
|
| DEMetro_Z_vs_SMC |
3
|
5.559
|
7.04e-05
|
1.435
|
| DEMetro_Z_vs_SMC |
4
|
7.001
|
6.24e-06
|
1.808
|
| DEMetro_Z_vs_SMC |
5
|
4.170
|
0.000944
|
1.077
|
| HMC_vs_DEMetro_Z |
0
|
-4.586
|
0.000424
|
-1.184
|
| HMC_vs_DEMetro_Z |
1
|
-1.817
|
0.0906
|
-0.469
|
| HMC_vs_DEMetro_Z |
2
|
0.092
|
0.928
|
0.024
|
| HMC_vs_DEMetro_Z |
3
|
-1.947
|
0.0719
|
-0.503
|
| HMC_vs_DEMetro_Z |
4
|
1.727
|
0.106
|
0.446
|
| HMC_vs_DEMetro_Z |
5
|
5.456
|
8.47e-05
|
1.409
|
| HMC_vs_Metro |
0
|
-2.293
|
0.0379
|
-0.592
|
| HMC_vs_Metro |
1
|
-2.499
|
0.0255
|
-0.645
|
| HMC_vs_Metro |
2
|
-1.684
|
0.114
|
-0.435
|
| HMC_vs_Metro |
3
|
-2.780
|
0.0148
|
-0.718
|
| HMC_vs_Metro |
4
|
0.685
|
0.504
|
0.177
|
| HMC_vs_Metro |
5
|
6.513
|
1.37e-05
|
1.682
|
| HMC_vs_SMC |
0
|
-7.979
|
1.41e-06
|
-2.060
|
| HMC_vs_SMC |
1
|
1.513
|
0.152
|
0.391
|
| HMC_vs_SMC |
2
|
4.536
|
0.000466
|
1.171
|
| HMC_vs_SMC |
3
|
3.620
|
0.00278
|
0.935
|
| HMC_vs_SMC |
4
|
6.368
|
1.75e-05
|
1.644
|
| HMC_vs_SMC |
5
|
7.667
|
2.24e-06
|
1.980
|
| Metro_vs_SMC |
0
|
0.573
|
0.576
|
0.148
|
| Metro_vs_SMC |
1
|
3.951
|
0.00145
|
1.020
|
| Metro_vs_SMC |
2
|
8.939
|
3.68e-07
|
2.308
|
| Metro_vs_SMC |
3
|
6.115
|
2.67e-05
|
1.579
|
| Metro_vs_SMC |
4
|
5.814
|
4.49e-05
|
1.501
|
| Metro_vs_SMC |
5
|
5.554
|
7.1e-05
|
1.434
|
Wasserstein Distance (scatter)
Glass’s Δ WS
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.155 |
0.122 |
0.051 |
0.655 |
| HMC |
2.5 |
0.167 |
0.076 |
0.014 |
6.308 |
| HMC |
3.0 |
0.154 |
0.063 |
0.011 |
8.349 |
| HMC |
4.0 |
0.107 |
0.047 |
0.009 |
6.582 |
| HMC |
10.0 |
0.133 |
0.033 |
0.004 |
22.630 |
| HMC |
50.0 |
0.410 |
0.038 |
0.011 |
34.148 |
| SMC |
2.1 |
0.348 |
0.122 |
0.051 |
4.459 |
| SMC |
2.5 |
0.137 |
0.076 |
0.014 |
4.241 |
| SMC |
3.0 |
0.063 |
0.063 |
0.011 |
-0.008 |
| SMC |
4.0 |
0.058 |
0.047 |
0.009 |
1.210 |
| SMC |
10.0 |
0.036 |
0.033 |
0.004 |
0.863 |
| SMC |
50.0 |
0.034 |
0.038 |
0.011 |
-0.414 |
| Metro |
2.1 |
0.416 |
0.122 |
0.051 |
5.803 |
| Metro |
2.5 |
0.218 |
0.076 |
0.014 |
9.816 |
| Metro |
3.0 |
0.198 |
0.063 |
0.011 |
12.336 |
| Metro |
4.0 |
0.171 |
0.047 |
0.009 |
13.663 |
| Metro |
10.0 |
0.120 |
0.033 |
0.004 |
19.608 |
| Metro |
50.0 |
0.125 |
0.038 |
0.011 |
7.965 |
| DEMetro_Z |
2.1 |
0.268 |
0.122 |
0.051 |
2.890 |
| DEMetro_Z |
2.5 |
0.218 |
0.076 |
0.014 |
9.841 |
| DEMetro_Z |
3.0 |
0.152 |
0.063 |
0.011 |
8.105 |
| DEMetro_Z |
4.0 |
0.141 |
0.047 |
0.009 |
10.360 |
| DEMetro_Z |
10.0 |
0.098 |
0.033 |
0.004 |
14.626 |
| DEMetro_Z |
50.0 |
0.119 |
0.038 |
0.011 |
7.398 |
Mmd Rff
Sampler vs IID stats
| Sampler |
Varying |
t-stat |
p-value |
Glass Δ |
| HMC |
2.1 |
3.715 |
0.00122 |
1.979 |
| HMC |
2.5 |
5.283 |
8.27e-05 |
6.064 |
| HMC |
3.0 |
4.058 |
0.00105 |
6.080 |
| HMC |
4.0 |
4.278 |
0.000641 |
5.416 |
| HMC |
10.0 |
6.558 |
1.04e-05 |
11.738 |
| HMC |
50.0 |
7.381 |
3.32e-06 |
32.459 |
| SMC |
2.1 |
9.487 |
5.11e-08 |
9.059 |
| SMC |
2.5 |
3.788 |
0.00166 |
4.054 |
| SMC |
3.0 |
0.034 |
0.973 |
0.013 |
| SMC |
4.0 |
2.240 |
0.0351 |
1.123 |
| SMC |
10.0 |
0.888 |
0.382 |
0.338 |
| SMC |
50.0 |
-0.861 |
0.397 |
-0.337 |
| Metro |
2.1 |
7.720 |
3.5e-07 |
5.344 |
| Metro |
2.5 |
6.622 |
7.59e-06 |
8.407 |
| Metro |
3.0 |
7.875 |
4.9e-07 |
6.714 |
| Metro |
4.0 |
7.191 |
2.62e-06 |
8.333 |
| Metro |
10.0 |
5.288 |
9.38e-05 |
7.887 |
| Metro |
50.0 |
5.508 |
5.42e-05 |
6.433 |
| DEMetro_Z |
2.1 |
5.154 |
7.88e-05 |
4.223 |
| DEMetro_Z |
2.5 |
5.944 |
2.48e-05 |
7.264 |
| DEMetro_Z |
3.0 |
4.911 |
0.00016 |
5.050 |
| DEMetro_Z |
4.0 |
4.267 |
0.000719 |
7.888 |
| DEMetro_Z |
10.0 |
7.882 |
3.77e-07 |
6.120 |
| DEMetro_Z |
50.0 |
3.248 |
0.00564 |
6.880 |
Sampler vs Sampler stats
| Sampler Pair |
Varying |
t-stat |
p-value |
Cohen’s d |
| DEMetro_Z_vs_SMC |
0
|
-3.459
|
0.00384
|
-0.893
|
| DEMetro_Z_vs_SMC |
1
|
2.848
|
0.0129
|
0.735
|
| DEMetro_Z_vs_SMC |
2
|
5.055
|
0.000176
|
1.305
|
| DEMetro_Z_vs_SMC |
3
|
4.223
|
0.000852
|
1.090
|
| DEMetro_Z_vs_SMC |
4
|
7.099
|
5.35e-06
|
1.833
|
| DEMetro_Z_vs_SMC |
5
|
3.472
|
0.00374
|
0.896
|
| HMC_vs_Metro |
0
|
-3.995
|
0.00133
|
-1.031
|
| HMC_vs_Metro |
1
|
-1.441
|
0.171
|
-0.372
|
| HMC_vs_Metro |
2
|
-0.333
|
0.744
|
-0.086
|
| HMC_vs_Metro |
3
|
-1.467
|
0.165
|
-0.379
|
| HMC_vs_Metro |
4
|
1.758
|
0.101
|
0.454
|
| HMC_vs_Metro |
5
|
6.425
|
1.59e-05
|
1.659
|
| Metro_vs_DEMetro_Z |
0
|
1.369
|
0.193
|
0.353
|
| Metro_vs_DEMetro_Z |
1
|
0.746
|
0.468
|
0.193
|
| Metro_vs_DEMetro_Z |
2
|
1.477
|
0.162
|
0.381
|
| Metro_vs_DEMetro_Z |
3
|
0.190
|
0.852
|
0.049
|
| Metro_vs_DEMetro_Z |
4
|
1.294
|
0.217
|
0.334
|
| Metro_vs_DEMetro_Z |
5
|
-0.205
|
0.84
|
-0.053
|
| HMC_vs_SMC |
0
|
-7.695
|
2.15e-06
|
-1.987
|
| HMC_vs_SMC |
1
|
1.311
|
0.211
|
0.339
|
| HMC_vs_SMC |
2
|
3.875
|
0.00168
|
1.000
|
| HMC_vs_SMC |
3
|
3.260
|
0.00569
|
0.842
|
| HMC_vs_SMC |
4
|
6.547
|
1.3e-05
|
1.690
|
| HMC_vs_SMC |
5
|
7.194
|
4.61e-06
|
1.858
|
| Metro_vs_SMC |
0
|
-3.012
|
0.00933
|
-0.778
|
| Metro_vs_SMC |
1
|
3.334
|
0.00492
|
0.861
|
| Metro_vs_SMC |
2
|
9.153
|
2.77e-07
|
2.363
|
| Metro_vs_SMC |
3
|
5.610
|
6.43e-05
|
1.448
|
| Metro_vs_SMC |
4
|
4.981
|
0.000202
|
1.286
|
| Metro_vs_SMC |
5
|
5.337
|
0.000105
|
1.378
|
| HMC_vs_DEMetro_Z |
0
|
-2.282
|
0.0387
|
-0.589
|
| HMC_vs_DEMetro_Z |
1
|
-0.792
|
0.442
|
-0.204
|
| HMC_vs_DEMetro_Z |
2
|
0.460
|
0.652
|
0.119
|
| HMC_vs_DEMetro_Z |
3
|
-1.181
|
0.257
|
-0.305
|
| HMC_vs_DEMetro_Z |
4
|
2.754
|
0.0155
|
0.711
|
| HMC_vs_DEMetro_Z |
5
|
5.225
|
0.000129
|
1.349
|
Mmd Rff (scatter)
Glass’s Δ MMD-RFF
Glass’s Δ table
| Sampler |
Varying |
MCMC Mean |
IID Mean |
IID Std |
Glass’s Δ |
| HMC |
2.1 |
0.027 |
0.013 |
0.007 |
1.979 |
| HMC |
2.5 |
0.035 |
0.013 |
0.004 |
6.064 |
| HMC |
3.0 |
0.041 |
0.014 |
0.004 |
6.080 |
| HMC |
4.0 |
0.033 |
0.012 |
0.004 |
5.416 |
| HMC |
10.0 |
0.057 |
0.011 |
0.004 |
11.738 |
| HMC |
50.0 |
0.193 |
0.015 |
0.005 |
32.459 |
| SMC |
2.1 |
0.073 |
0.013 |
0.007 |
9.059 |
| SMC |
2.5 |
0.028 |
0.013 |
0.004 |
4.054 |
| SMC |
3.0 |
0.014 |
0.014 |
0.004 |
0.013 |
| SMC |
4.0 |
0.017 |
0.012 |
0.004 |
1.123 |
| SMC |
10.0 |
0.013 |
0.011 |
0.004 |
0.338 |
| SMC |
50.0 |
0.013 |
0.015 |
0.005 |
-0.337 |
| Metro |
2.1 |
0.049 |
0.013 |
0.007 |
5.344 |
| Metro |
2.5 |
0.044 |
0.013 |
0.004 |
8.407 |
| Metro |
3.0 |
0.043 |
0.014 |
0.004 |
6.714 |
| Metro |
4.0 |
0.044 |
0.012 |
0.004 |
8.333 |
| Metro |
10.0 |
0.042 |
0.011 |
0.004 |
7.887 |
| Metro |
50.0 |
0.050 |
0.015 |
0.005 |
6.433 |
| DEMetro_Z |
2.1 |
0.041 |
0.013 |
0.007 |
4.223 |
| DEMetro_Z |
2.5 |
0.039 |
0.013 |
0.004 |
7.264 |
| DEMetro_Z |
3.0 |
0.036 |
0.014 |
0.004 |
5.050 |
| DEMetro_Z |
4.0 |
0.042 |
0.012 |
0.004 |
7.888 |
| DEMetro_Z |
10.0 |
0.035 |
0.011 |
0.004 |
6.120 |
| DEMetro_Z |
50.0 |
0.052 |
0.015 |
0.005 |
6.880 |
Runtime
Runtime (scatter)
Ess
Ess (scatter)
Ess Per Sec
Ess Per Sec (scatter)
R Hat
Mode Transitions
Mode Transitions (scatter)
KDE + Init Plots
Forest & Ridge Plots
Pooled
Chain
Pairwise Scatter Plots
Pooled
Chain